[R] Negative AIC

[John C Frain]

Enders (2004), Applied Econometric time series, Wiley,  Exercise 10,
page 102, sets out some of the variations of the AIC and SBC and
contains a good definition.  As these are all monotonic
transformations of one another they lead to the same maximum
(minimum).  I say maximum/minimum because I have seen some persons who
define the information criterion as the negative or other definitions.
  You may even find different definitions used in different functions
in the same software.  The only thing to do is to check the
documentaion to see what definition is being used by each function in
that software.

Best Regards

John Frain

2009/9/10 Corrado <ct529 at york.ac.uk>:
> My worry is: can I compare negative AIC with positive AIC? does the comparison
> still hold?
>
> On Thursday 10 September 2009 15:57:01 Ben Bolker wrote:
>> Corrado-5 wrote:
>> > Dear R list,
>> >
>> > I just obtained a negative AIC for two models (-221.7E+4
>> >  and -230.2E+4). Is that normal?
>>
>> It's not necessarily wrong.  See <http://emdbolker.wikidot.com/faq>
>
>
>
> --
> Corrado Topi
>
> Global Climate Change & Biodiversity Indicators
> Area 18,Department of Biology
> University of York, York, YO10 5YW, UK
> Phone: + 44 (0) 1904 328645, E-mail: ct529 at york.ac.uk
>
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-- 
John C Frain
Economics Department
Trinity College Dublin
Dublin 2
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:frainj at tcd.ie
mailto:frainj at gmail.com