similar to: About BIC

Hi All,  In order to compare two different logistic regressions, I think I need to compare them based on their BIC values, but I am not sure if the smaller BIC would mean a better model or the reverse is true? Thanks a lot,Andra [[alternative HTML version deleted]]

I'm using R 2.0.1. I looked in the email archives but didn't see anything on this topic. I've noticed a surprising (to me) difference between AIC and BIC: > methods("AIC") [1] AIC.default* AIC.logLik* > methods("BIC") [1] BIC.gls* BIC.lm* BIC.lme* BIC.lmList* BIC.logLik* BIC.nls* The BIC.gls BIC.lm BIC.lme BIC.lmList and BIC.nls functions appear

>>>>> "MM" == Martin Maechler <maechler at stat.math.ethz.ch> >>>>> on Tue, 18 May 2010 12:37:21 +0200 writes: >>>>> "GaGr" == Gabor Grothendieck <ggrothendieck at gmail.com> >>>>> on Mon, 17 May 2010 09:45:00 -0400 writes: GaGr> BIC seems like something that would logically go into stats

Hi Folks, I've got a question concerning the calculation of the Schwarz-Criterion (BIC) done by summary.regsubsets() of the leaps-package: Using regsubsets() to perform subset-selection I receive an regsubsets object that can be summarized by summary.regsubsets(). After this operation the resulting summary contains a vector of BIC-values representing models of size i=1,...,K. My problem

Hi All, Could someone help me decode what this error means ? > BIC(nb.80) Error in log(attr(object, "nobs")) : Non-numeric argument to mathematical function > BTW, nb.80 is a negative binomial glm model created using the MASS library with the call at the bottom of the message In the hopes of trying to figure this out I tried the following workaround but it did not work

list, i am using lmer to fit multilevel models and trying to use anova to compare the models. however, whenever i run the anova, the AIC, BIC and loglik are different from the original model output- as below. can someone help me out with why this is happening? (i'm hoping the output assocaited with the anova is right!). thank you, darren > unconditional<-lmer(log50 ~ 1 + (1 |

Hi all, I am having issues comparing models with lmer. As an example, when I run the code below the model summaries (AIC, BIC, loglik) differ between the summary() and anova() commands. Can anyone clear up what's wrong? Thank you! Darren Ward library(lme4) data(sleepstudy) fm1<-lmer(Reaction ~ Days + (1|Subject), sleepstudy) summary(fm1) fm2<-lmer(Reaction ~ Days +

Hi all, Could anybody please help me understand AIC and BIC and especially why do they make sense? Furthermore, I am trying to devise a new metric related to the model selection in the financial asset management industry. As you know the industry uses Sharpe Ratio as the main performance benchmark, which is the annualized mean of returns divided by the annualized standard deviation of returns.

Dear R-List I have a question about how to interpret BIC as a goodness-of-fit statistic. I was trying to use "EMclust" and other "mclust" library and found that BIC was used as a goodness-of-fit statistic. Although I know that smaller BIC indicates a better fit, it is not clear to me how good a fit is by reading a BIC number. Is there a standard way of interpreting a BIC

Hi, I'm slowly working through Tsay's "Analysis of Financial Time Series" 3rd ed. ?I'm trying to replicate Table 2.1 on p.47, which gives PACF, AIC, and BIC for the monthly simple returns of the CRSP value-weighted index. The data: http://faculty.chicagobooth.edu/ruey.tsay/teaching/fts3/m-ibm3dx2608.txt > da <-

Hello everybody, Please help with connecting the AIC and BIC numbers printed by summary.gls to the logLik number. 1. is the logLik number the true ML or density scaling constants have been omitted? 2. what is the formula for calculating the AIC and BIC from logLik (and how can I see it)? I tried printing summary.gls but it says object not found. Thank you very much. Stephen [[alternative

Hi All: the package "MuMIn" can be used to select the model based on AIC or AICc. The code is as follows: data(Cement) lm1 <- lm(y ~ ., data = Cement) dd <- dredge(lm1,rank="AIC") print(dd) If I want to select the model by BIC, what code do I need to use? And when to select the best model based on AIC, what the differences between the function "dredge" in

DeaRs, I have a doubt about: BIC (Bayesian Information Criterion) SBIC (Schwartz Bayesian Informarion Criterion) SIC (Schwartz Information Criterion) In many references these are know as the same (eg. stepAIC() function) but I just found a SAS8.2 output that show either the BIC and SIC values for a logistic regression.. simillary values but different. 1) question: What are the differences?

I haven't find any helpful thread. How can i calculate BIC and Hosmer-Lemeshow statistic for a logistic regression model. I have used glm for logistic fit. -- View this message in context: http://www.nabble.com/BIC-and-Hosmer-Lemeshow-statistic-for-logistic-regression-tf3945943.html#a11193273 Sent from the R help mailing list archive at Nabble.com.

Hello: I am a rookie in using R. When I used the unit root test in "CADFtest", I got the different t-test statistics between using criterion="BIC" and no using criterion. But when I checked the result with eviews, I find out that no using criterion is correct. Why after using criterion="BIC", I got the different result? Paul > data(Canada) > ADFt

Dear All 1) I'm fitting spatial CAR models using R2Winbugs and although everything seems to go reasonably well (or I think so) the next message appears from WINBUGS 1.4 window: gen.inits() Command #Bugs: gen.inits cannot be executed (is greyed out) The question is if this message means that something is wrong and the results are consequently wrong, or Can I assume it as a simple warning

R 2.3.0, all packages up to date Linux, SuSE 10.0 Hi I want to calculate AIC or BIC from several results from mle calculation. I found the AIC function, but it does not seem to work with objects of class mle - If I execute the following: ml1 <- mle(...) AIC(ml1) I get the following error messale: Error in logLik(object) : no applicable method for "logLik" Therefore I am using the

Hi All, How can extract AIC,BIC from a fitted Garch model? -- SUMANTA BASAK. [[alternative HTML version deleted]]

Hello I'm with a doubt using BIC and AIC. I want to know if both of then are a way to steem the best model to use. How i know which of then to choose? Talita Perciano Costa Leite Graduanda em Ci??ncia da Computa????o Universidade Federal de Alagoas - UFAL Departamento de Tecnologia da Informa????o - TCI Constru????o de Conhecimento por Agrupamento de Dados - CoCADa

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.