Could anyone help me?
I am doing a regression analysis using glm.
and the glm function gives AIC at the end of
the output. However, the AIC value the function
gives does not seem right. The details of my
analysis goes as follows.
> x
y x z
1 325 2 1
2 275 4 0
3 350 4 1
4 400 6 1
5 325 7 0
6 425 8 1
7 375 10 0
8 475 10 1
9 400 12 0
10 575 12 1
11 425 14 0
12 450 16 0
13 700 17 1
14 525 18 0
15 600 20 0
16 750 20 1
17 650 22 0
18 775 23 1
19 675 24 0
20 825 26 1
> glm(x$y~x$x+x$z)
Call: glm(formula = x$y ~ x$x + x$z)
Coefficients:
(Intercept) x$x x$z
148.82 21.85 131.51
Degrees of Freedom: 19 Total (i.e. Null); 17 Residual
Null Deviance: 533000
Residual Deviance: 13350 AIC: 194.8
> a<-residuals(glm(x$y~x$x+x$z))
> sum(a*a)
[1] 13347.96>
Now, since sum of squares of residuals of the regression
is 133347.96, should AIC be 136.068,
i.e. 20*ln(13348/20)+2*3?
Could someone help me?
Thank you.
---------------------------
Hiroto Miyoshi???????
h_m_ at po.harenet.ne.jp
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> Could anyone help me? > I am doing a regression analysis using glm. > and the glm function gives AIC at the end of > the output. However, the AIC value the function > gives does not seem right. The details of my > analysis goes as follows. > > > x > y x z > 1 325 2 1 > 2 275 4 0 > 3 350 4 1 > 4 400 6 1 > 5 325 7 0 > 6 425 8 1 > 7 375 10 0 > 8 475 10 1 > 9 400 12 0 > 10 575 12 1 > 11 425 14 0 > 12 450 16 0 > 13 700 17 1 > 14 525 18 0 > 15 600 20 0 > 16 750 20 1 > 17 650 22 0 > 18 775 23 1 > 19 675 24 0 > 20 825 26 1 > > > glm(x$y~x$x+x$z) > > Call: glm(formula = x$y ~ x$x + x$z) > > Coefficients: > (Intercept) x$x x$z > 148.82 21.85 131.51 > > Degrees of Freedom: 19 Total (i.e. Null); 17 Residual > Null Deviance: 533000 > Residual Deviance: 13350 AIC: 194.8 > > > a<-residuals(glm(x$y~x$x+x$z)) > > sum(a*a) > [1] 13347.96 > > > > Now, since sum of squares of residuals of the regression > is 133347.96, should AIC be 136.068, > i.e. 20*ln(13348/20)+2*3? > > Could someone help me? > Thank you. > --------------------------- > Hiroto Miyoshi??????? > h_m_ at po.harenet.ne.jp > > >-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
On Thu, 23 Aug 2001, Hiroto Miyoshi wrote:> Could anyone help me? > I am doing a regression analysis using glm. > and the glm function gives AIC at the end of > the output. However, the AIC value the function > gives does not seem right. The details of my > analysis goes as follows. > > > x > y x z > 1 325 2 1 > 2 275 4 0 > 3 350 4 1 > 4 400 6 1 > 5 325 7 0 > 6 425 8 1 > 7 375 10 0 > 8 475 10 1 > 9 400 12 0 > 10 575 12 1 > 11 425 14 0 > 12 450 16 0 > 13 700 17 1 > 14 525 18 0 > 15 600 20 0 > 16 750 20 1 > 17 650 22 0 > 18 775 23 1 > 19 675 24 0 > 20 825 26 1 > > > glm(x$y~x$x+x$z) > > Call: glm(formula = x$y ~ x$x + x$z) > > Coefficients: > (Intercept) x$x x$z > 148.82 21.85 131.51 > > Degrees of Freedom: 19 Total (i.e. Null); 17 Residual > Null Deviance: 533000 > Residual Deviance: 13350 AIC: 194.8 > > > a<-residuals(glm(x$y~x$x+x$z)) > > sum(a*a) > [1] 13347.96 > > > > Now, since sum of squares of residuals of the regression > is 133347.96, should AIC be 136.068, > i.e. 20*ln(13348/20)+2*3?Why do you think so? AIC is -2*loglik + 2*#pars. The loglikelihood is not - n*log(RSS/n). Even though likelihoods are technically only defined up to a constant factor, there is a conventional factor which R uses and you have forgotten. For the code itself: gaussian()$aic function (y, n, mu, wt, dev) sum(wt) * (log(dev/sum(wt) * 2 * pi) + 1) + 2 (the 2*#pars gets added later). -- 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 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._