AIC bug?
On Tue, 6 Mar 2001, Jean Lejeune wrote:
Dear all, I am a little problem. In the help, AIC = - 2log L + k*edf. When the model is linear, the help said " -2log L is the deviance ". I have a model
Which help? There is no saturated model and hence strictly no deviance for
a Gaussian linear model. deviance(toto.lm) is the residual sum of squares,
not -2 log maximized L.
?glm says
deviance: up to a constant, minus twice the maximized log-likelihood.
Where sensible, the constant is chosen so that a saturated
model has deviance zero.
Is that what you are thinking of?
BTW, I think k=2 for Akaike's AIC: there are others....
toto.lm with one output and three input where
deviance(toto.lm) = 8.027 and edf =4. But AIC = -31.55. I don't understand
why?
Many thanks.
Jean LEJEUNE Université de CAEN (France)
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