Hi
AIC can be negative. The most negative one is the best.
Ricardo
----- Original Message -----
From: "Jonathan A. Schwabish" <[email protected]>
To: <[email protected]>
Sent: Wednesday, January 12, 2005 8:31 PM
Subject: st: AIC question
I've been playing with the -icomp- user-written
command, which produces the Akaike Information
Criterion (AIC). Is it possible for the AIC to be
negative and if so, is the fit better if the AIC is
"more negative"? That is, the AIC signals a better fit
when it is lower, but is the fit better or worse when
the AIC is -5 versus -10? My understanding would be
that the regression with an AIC=-10 is a better fit
but if someone could confirm, I would appreciate it.
Thanks,
jon
[email protected]
=====
Jonathan A. Schwabish, PhD
Senior Director
Partnership for New York City
One Battery Park Plaza
New York, NY 10004-1479
www.partnershipfornyc.org
phone: 212-493-7515
fax: 212-493-7778
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