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st: calculating AIC for log-logistic model


From   Shige Song <[email protected]>
To   [email protected]
Subject   st: calculating AIC for log-logistic model
Date   Thu, 25 Jul 2002 03:31:39 -0700

Dear All,

In page 231 of the book by Cleves et al. (2002) the formula for
calculating AIC for parametric hazard model is given by:

AIC = -2lnL + 2(k+c)

where k is the number of model covariates and c is the number of
model-specific distributional parameters. My questions is: how to count
the number of k if I want to include the same set of covariates in more
than one distributional parameters? For example, I am estimating a
log-logistic hazard model; instead of intrducing covariates to the scale
parameter only, I want to introduce the same set of covariates to both
the scale parameter and the shape parameter. In this case, should I
count the number of covariates (k) twice, when caluclating the AIC?
Thanks a lot!

Best,

Shige Song
Department of Sociology, UCLA

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