[R] negative value for AIC and BIC

[John Sorkin]

Oliver,
I am attaching an HTML document in which I have plotted -2Log(x) vs. x. If you examine the plot you will see that -2Log(x) can be negative. Since -2Log(x) is part of AIC and BIC, AIC and BIC can be negative.
John

John Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
Baltimore VA Medical Center GRECC,
University of Maryland School of Medicine Claude D. Pepper OAIC,
University of Maryland Clinical Nutrition Research Unit, and
Baltimore VA Center Stroke of Excellence

University of Maryland School of Medicine
Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524

(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)
jsorkin at grecc.umaryland.edu

>>> "Hannu Kahra" <hkahra at gmail.com> 09/07/07 4:32 AM >>>
Olivier,

type ?AIC and have a look at the description

Description:

     Generic function calculating the Akaike information criterion for
     one or several fitted model objects for which a log-likelihood
     value can be obtained, according to the formula -2*log-likelihood
     + k*npar, where npar represents the number of parameters in the
     fitted model, and k = 2 for the usual AIC, or k = log(n) (n the
     number of observations) for the so-called BIC or SBC (Schwarz's
     Bayesian criterion).

AIC = -2*log-likelihood + k*npar can be negative as SBC, too.

Hannu

On 9/7/07, Olivier MARTIN <olivier.martin at avignon.inra.fr> wrote:
>
> 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.
>
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