[R] Difference between AIC in GLM and GLS - not an R question

[Geertje Van der Heijden]

Dear Prof. Ripley,

Thanks for your response! I used the REML method. If I estimate the gls
models using ML estimation, the AIC values are equal.

Many thanks,
Geertje


On Tue, 27 Nov 2007, Geertje Van der Heijden wrote:

> I have fitted a model using a glm() approach and using a gls() 
> approach (but without correcting for spatially autocorrelated errors).

> I have noticed that although these models are the same (as they should

> be), the AIC value differs between glm() and gls(). Can anyone tell me

> why they differ?

First, what estimation method are you using in gls()?  It happily quotes
'AIC' for REML fits (the default), for which it is not defined in the
strict sense (and can be misleading).

Beyond that, AIC is only defined up to an additive constant, as
log-likelihoods are.  You should find differences in AIC for nested
models are the same however you compute them by maximum likelihood.

> Thanks,
> Geertje
>
> ~~~~
> Geertje van der Heijden
> PhD student
> Tropical Ecology
> School of Geography
> University of Leeds
> Leeds LS2 9JT

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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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