[R] AIC bug?
Prof Brian D Ripley
ripley at stats.ox.ac.uk
Tue Mar 6 19:15:14 CET 2001
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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--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
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