[R] AIC in glm.nb and glm(...family=negative.binomial(.))
Prof Brian Ripley
ripley at stats.ox.ac.uk
Tue Jun 15 16:46:19 CEST 2004
You have the code, so take a look for youself. There's an error in the
aic formula in negative.binomial (and neg.bin)
On Tue, 15 Jun 2004, Ken Knoblauch wrote:
> Can anyone explain to me why the AIC values are so different when
> using glm.nb and glm with a negative.binomial family, from the MASS
> library? I'm using R 1.8.1 with Mac 0S 10.3.4.
>
> >library(MASS)
> > dfr <- data.frame(c=rnbinom(100,size=2,mu=rep(c(10,20,100,1000),rep(25,4))),
> + f=factor(rep(seq(1,4),rep(25,4))))
> > AIC(nb1 <- glm.nb(c~f, data=dfr))
> [1] 1047
> > AIC(glm(c~f, family=negative.binomial(nb1$theta), data=dfr))
> [1] -431804
>
> Actually, the difference is already apparent with the function logLik,
> but I still would like to understand the difference in what is
> calculated in the two instances.
--
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
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