[R] AIC in glm()
yudi@stat.ucc.ie
yudi at stat.ucc.ie
Sat Dec 9 22:06:59 CET 2000
> Date: Fri, 08 Dec 2000 16:53:26 +0000
> From: Yvonnick Noel <noel at univ-lille3.fr>
> Subject: [R] AIC in glm()
> To: r-help at stat.math.ethz.ch
> Hello,
>
> I just trying to play around with very simple generalized models and have
> tried the following model :
>
> glm(count~t1*t2,family=poisson())
>
> on data from Jim Lindsey's book :
>
> change
> count t1 t2
> 1 45 1 1
> 2 13 1 2
> 3 12 2 1
> 4 54 2 2
>
> I get :
>
> Call: glm(formula = change$count ~ change$t1 * change$t2, family = poisson())
>
> Coefficients:
> (Intercept) change$t12 change$t22
> 3.807 -1.322 -1.242
> change$t12.change$t22
> 2.746
>
> Degrees of Freedom: 3 Total (i.e. Null); 0 Residual
> Null Deviance: 48.11
> Residual Deviance: 6.596e-16 AIC: 28.23
>
> My question is :
>
> how the AIC value is computed here? Because the deviance is null, I expected
> an AIC of 2p = 8. But I'm probably missing something.
>
AIC = -2 log like(at the MLE) + 2p (Not: deviance + 2p).
see the following:
> reg_ glm(change$count~ change$t1 * change$t2,family=poisson)
> -2*sum(log(dpois(change$count,reg$fit))) + 2*4
[1] 28.23050
(here reg$fit= change$count since it is a saturated model.)
------------------------------
Yudi Pawitan: yudi at stat.ucc.ie
Department of Statistics, UCC
Cork, Ireland
Ph : 353-1-490 2906
Fax: 353-1-427 0104
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