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
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,
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
Sure -2*log(x) can be negative, and it can outweigh the k*npar term. Just do:
curve(-2*log(x)+2, 0.1, 10) # for AIC with npar = 1
abline(h=0, v=exp(1), lty=3)
However, that only happens for x exp(1) or even bigger if npar 1. I
think Olivier's real question is: do we believe in likelihoods 1
