[R] GLM query
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Dec 21 10:43:08 CET 1999
> From: spoon <spoon at hilbert.maths.utas.edu.au>
> Date: Tue, 21 Dec 1999 19:30:40 +1100 (EST)
>
[...]
AIC: -70.016
> But I get a very different AIC to Lindsey (he gets 254.3). I've
> played around a bit and have no idea how to get his solution. Any
> clues?
Here's my guess. Your AIC is based on a log-likelihood regarding log(GDP)
as the data, and his is regarding GDP as the data. The transformation
of the density adds a term to the log-likelihood which is the same for each
model.
Test:
> 2*sum(log(gdp$GDP))
[1] 324.4009
seems close enough to the difference, although I would have expected it
to be closer.
--
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
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