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Re: st: AIC and BIC in Poisson and GLM
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: AIC and BIC in Poisson and GLM
Date
Mon, 25 Apr 2011 17:59:18 +0100
The manual entry [R] bic note is informative; does your query go beyond that?
Nick
On Mon, Apr 25, 2011 at 5:21 PM, Lachenbruch, Peter
<[email protected]> wrote:
> I was developing a simple class example for poisson regression using the poisson command and the glm command. The log likelihood was the same in both regressions; the coefficients were the same. When I looked at the AIC and BIC reported by glm I got
>
> AIC = 7.920031
> Log likelihood = -33.60015344 BIC = 2.922026
> For the estat command with poisson I got
> . estat ic
>
> -----------------------------------------------------------------------------
> Model | Obs ll(null) ll(model) df AIC BIC
> -------------+---------------------------------------------------------------
> full | 10 -495.0676 -33.60015 6 79.20031 81.01582
> -----------------------------------------------------------------------------
> Note: N=Obs used in calculating BIC; see [R] BIC note
>
> I would expect these to be the same, but they ain't. I suspect there may be a normalizing constant lurking around here somewhere.
> I don't want to fix this unless it's truly a bug; but I would like to be able to explain this to my students.
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