The following article gives some motivations for the BIC and some rules to interpret a difference of BICs (if I recall correctly, over 10: very strong difference, between 6 and 10: strong difference, between 2 and 6: some difference):
A.E. Raftery, Bayesian model selection in social research http://www.stat.washington.edu/tech.reports/bic.ps Regards, -- Vincent On 06/03/06, Young-Jin Lee <[EMAIL PROTECTED]> wrote: > Dear R-List > > I have a question about how to interpret BIC as a goodness-of-fit statistic. > I was trying to use "EMclust" and other "mclust" library and found that BIC > was used as a goodness-of-fit statistic. > Although I know that smaller BIC indicates a better fit, it is not clear to > me how good a fit is by reading a BIC number. Is there a standard way of > interpreting a BIC value? > > Thanks in advance. > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
