Dear Adrian and Ian (and r-helpers), To answer my own question: The difference is simply due to rounding; that is, there are actually small differences in the R^2 values that account for the differences in the BICs.
Sorry for the false alarm, John > -----Original Message----- > From: John Fox [mailto:[EMAIL PROTECTED] > Sent: Sunday, April 23, 2006 9:35 AM > To: 'Adrian Raftery'; 'Ian Painter' > Cc: '[email protected]' > Subject: Question about bicreg > > Dear Adrian and Ian (and r-helpers), > > I encountered a curious result in developing an example using > the bicreg function in the BMA package: I noticed that pairs > of models with equal R^2 and equal numbers of predictors had > nevertheless different BIC values. > Looking at the bicreg function, the definition of BIC appears > to be the usual one, or close to it [bic <- n * log(1 - > r2/100) + (size - 1) * log(n)], though in the quick look I > took, I didn't quite see where "size" > was coming from. > > In any event, I've appended some output. The data are the > 1987 baseball-salary data (with which you might be familiar); > I can send you the data set, if that proves useful, but at > this point simply wanted to run the question by you. > > Any help would be appreciated, > > John > > ---------------- snip ------------------- > > > > br <- bicreg(X, log.salary, maxCol=33) > > > > summary(br) > > Call: > bicreg(x = X, y = log.salary, maxCol = 33) > > > 65 models were selected > Best 5 models (cumulative posterior probability = 0.2022 ): > > p!=0 EV SD model 1 > model 2 model > 3 model 4 model 5 > Intercept 100.0 -5.712e-01 0.6720850 -9.097e-01 -9.099e-01 > -1.001e+00 1.610e-01 -1.146e+00 > atbats 1.2 -7.598e-05 0.0006955 . > . . > . . > hits 7.9 4.280e-04 0.0023605 . > . . > . . > homers 2.3 -1.562e-04 0.0011977 . > . . > . . > runs 0.0 0.000e+00 0.0000000 . > . . > . . > rbis 0.0 0.000e+00 0.0000000 . > . . > . . > walks 93.4 6.686e-03 0.0025198 7.512e-03 7.753e-03 > 8.239e-03 6.739e-03 6.247e-03 > years 0.0 0.000e+00 0.0000000 . > . . > . . > career.atbats 100.0 8.316e-01 0.1272297 9.004e-01 9.014e-01 > 9.151e-01 6.858e-01 9.426e-01 > career.hits 100.0 -1.098e-03 0.0004007 -1.284e-03 -1.269e-03 > -1.651e-03 -6.317e-04 -1.557e-03 > career.homers 2.4 4.541e-05 0.0003012 . > . . > . . > career.runs 54.6 8.680e-04 0.0008855 1.704e-03 1.688e-03 > 1.529e-03 . 1.614e-03 > career.rbis 36.2 3.764e-04 0.0005293 . . > 9.876e-04 . 1.051e-03 > career.walks 59.5 -6.551e-04 0.0006580 -8.521e-04 -8.894e-04 > -9.950e-04 . -1.583e-03 > putouts 0.0 0.000e+00 0.0000000 . > . . > . . > assists 8.3 -4.809e-05 0.0001787 . > . . > . . > errors 0.0 0.000e+00 0.0000000 . > . . > . . > middle.infield 44.2 7.835e-02 0.1082097 1.475e-01 > . . > . . > center.field 1.1 -1.619e-03 0.0177267 . > . . > . . > catcher 71.8 1.537e-01 0.1182395 2.406e-01 2.123e-01 > 2.009e-01 . 2.107e-01 > dh 3.4 -6.842e-03 0.0425172 . > . . > . . > atbats.year 98.8 -7.200e-03 0.0014719 -7.737e-03 -7.159e-03 > -7.116e-03 -6.448e-03 -7.556e-03 > hits.year 98.8 2.608e-02 0.0050614 2.572e-02 2.470e-02 > 2.808e-02 2.457e-02 2.732e-02 > homers.year 11.1 1.966e-03 0.0058173 . > . . > . . > runs.year 4.3 4.312e-04 0.0022034 . > . . > . . > rbis.year 50.7 4.702e-03 0.0049808 1.010e-02 > 8.065e-03 . > 7.805e-03 . > walks.year 20.5 2.386e-03 0.0052883 . > . . > . 8.710e-03 > average 0.0 0.000e+00 0.0000000 . > . . > . . > career.average 0.0 0.000e+00 0.0000000 . > . . > . . > onbase 1.2 -9.736e-02 0.8998396 . > . . > . . > career.onbase 1.2 7.627e-02 0.6997039 . > . . > . . > arbitration 41.1 1.099e-01 0.1527324 . > . . > 2.982e-01 . > freeagent 100.0 3.991e-01 0.2066829 2.520e-01 2.525e-01 > 2.693e-01 6.452e-01 2.560e-01 > > > nVar 11 > 10 10 > 8 11 > r2 0.844 > 0.841 0.841 > 0.833 0.844 > BIC -4.261e+02 -4.259e+02 > -4.255e+02 -4.251e+02 -4.250e+02 > post prob 0.053 > 0.049 0.038 > 0.032 0.030 > > -------------------------------- > John Fox > Department of Sociology > McMaster University > Hamilton, Ontario > Canada L8S 4M4 > 905-525-9140x23604 > http://socserv.mcmaster.ca/jfox > -------------------------------- > ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
