ripley at stats.ox.ac.uk
2006-May-08 10:51 UTC
[Rd] Inconsistency in AIC values for glm with family poisson (PR#8841)
This message is in MIME format. The first part should be readable text, while the remaining parts are likely unreadable without MIME-aware tools. --27464147-1557463723-1147085467=:8118 Content-Type: TEXT/PLAIN; charset=iso-8859-1; format=flowed Content-Transfer-Encoding: 8BIT On Mon, 8 May 2006, x.sole at iconcologia.net wrote:> Full_Name: Xavier Sol? > Version: 2.3.0 > OS: Windows XP SP2 > Submission from: (NULL) (213.151.99.160) > > > #When computing AIC for one of the models shown in ?glm we get an > inconsistent AIC value. We also get the same wrong value if we use > "extractAIC" o "AIC" functions.Inconsistent with what? It seems to me that it consistently gives the right answer, but you have not used the actual definition of AIC.> example(glm) > > glm.D93 > > extractAIC(glm.D93) > > #AIC of this model should be 15.129 (residual deviance + 2*effective > degrees of freedom), but the AIC which R returns is 56.76. Function > extractAIC returns the right number of effective degrees of freedom (5), > but anyway seems to fail in calculating the correct AIC value.Where do you get that from (it is not the definition of AIC)?> AIC(glm.D93)[1] 56.76132> extractAIC(glm.D93)[1] 5.00000 56.76132> logLik(glm.D93)'log Lik.' -23.38066 (df=5) Did you read ?AIC, which gives the actual definition? You may also need to review the definitions (note, plural) of `deviance'. Please don't expect us to accept your assertions for definitions of statistical quantities: you need to supply your credentials and references. In this case the help page actually points out that the quantity is not unambiguously defined. -- 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) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 --27464147-1557463723-1147085467=:8118--