> Date: Sun, 1 Feb 2009 11:41:44 -0800> From: adik@ilovebacon.org> To: orzack@freshpond.org> CC: r-sig-mixed-models@r-project.org> Subject: Re: [R-sig-ME] calculation of AIC> > > On Sun, 1 Feb 2009, orzack wrote:> > > Speaking of this, does anybody know how to change the default rounding for > > glm (and lmer) OR for an R session in general (e.g., so that a regular call > > to glm would generate AIC values with more digits)?> > > 1/7> [1] 0.1428571> > options(digits=22)> > 1/7> [1] 0.1428571428571428> > options(digits=23)> Error in options(digits = 23) :> invalid 'digits' parameter, allowed 1...22> > options(digits=22)> > ...but this of course won't help if there is explicit rounding programmed> into glm/lmer. I also do not understand what would motivate this code,> instead of a more straightforward round(aic,0).> > --Adam
First, glm apparently is not using rounding from "round". glm is using signif or equivalent logic. There is a difference. The difference is significant digits is a fairly precisely defined notion. It is the number of digits you keep on the front of the power of 10 in "a X 10^b". Round is much more cosmetic from what I can tell.
Second, round(aic,0) is not more straightforward in the presence of very small AIC. Here the distinct difference from round(a,0) and signif(a,4) is that you never know prior to viewing the aic how many digits round(a,0) will be keeping from the original unrounded AIC value. With signif(a,4) you always know there will be a 4 digit number times 10 to some power.
Third, in my limited statistical experience (I am a master's student) AIC is not a method where those extra digits ever really matter. I did a project on AIC/BIC model selection. IMO in order to use AIC properly you have to consider the models in a nearby neighborhood to the best AIC as just as good as the model with the best AIC and consider sensitivity in your estimates. There is no real context where you can properly say "the fifth significant digit of AIC has decided that model A is better than model B, and so I discard model B."
That is what I think,
Jeremiah
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