[R] negative value for AIC and BIC

[Mike Meredith]

Sure -2*log(x) can be negative, and it can outweigh the k*npar term. Just do:

curve(-2*log(x)+2, 0.1, 10)  # for AIC with npar = 1
abline(h=0, v=exp(1), lty=3)

However, that only happens for x > exp(1) or even bigger if npar > 1. I
think Olivier's real question is: do we believe in likelihoods > 1 ?

Cheers, Mike.



Hannu Kahra wrote:
> 
> Olivier,
> 
> type ?AIC and have a look at the description
> 
> Description:
> 
>      Generic function calculating the Akaike information criterion for
>      one or several fitted model objects for which a log-likelihood
>      value can be obtained, according to the formula -2*log-likelihood
>      + k*npar, where npar represents the number of parameters in the
>      fitted model, and k = 2 for the usual AIC, or k = log(n) (n the
>      number of observations) for the so-called BIC or SBC (Schwarz's
>      Bayesian criterion).
> 
> AIC = -2*log-likelihood + k*npar can be negative as SBC, too.
> 
> Hannu
> 
> On 9/7/07, Olivier MARTIN <olivier.martin at avignon.inra.fr> wrote:
>>
>> Hi all,
>>
>>
>> I obtained negative values for AIC and BIC criteria for a particular
>> model that I have
>> developped...
>>
>> I don't remember to have negative values for these crietria for others
>> applications, so I am a
>> little suprised... Could anyone tell me if something is wrong or his
>> conclusion concerning my model?
>>
>> Best regards,
>> Olivier.
>>
>> ______________________________________________
>> R-help at stat.math.ethz.ch mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 

-- 
View this message in context: http://www.nabble.com/negative-value-for-AIC-and-BIC-tf4400285.html#a12565296
Sent from the R help mailing list archive at Nabble.com.