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 Medical Center GRECC,
University of Maryland School of Medicine Claude D. Pepper OAIC,
University of Maryland Clinical Nutrition Research Unit, and
Baltimore VA Center Stroke of Excellence
University of Maryland School of Medicine
Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524
(Phone) 410-605-7119
(Fax) 410-605-7913 (Please call phone number above prior to faxing)
[EMAIL PROTECTED]
>>> "Hannu Kahra" <[EMAIL PROTECTED]> 09/07/07 4:32 AM >>>
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, where npar represents the number of parameters in the
fitted model, and k = 2 for the usual AIC, or k = log(n) (n the
number of observations) for the so-called BIC or SBC (Schwarz's
Bayesian criterion).
AIC = -2*log-likelihood + k*npar can be negative as SBC, too.
Hannu
On 9/7/07, Olivier MARTIN <[EMAIL PROTECTED]> wrote:
>
> 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 concerning my model?
>
> Best regards,
> Olivier.
>
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>
[[alternative HTML version deleted]]
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y = -2Log[x]
Out[20]=
-2 Log[x]
In[22]:=
RowBox[{Plot, [, RowBox[{y, ,, RowBox[{{, RowBox[{x, ,, 0.01, ,, 4}],
}}], ,, AxesLabel {x, -2Log[x]}}], ]}]
[Graphics:HTMLFiles/-2Log_10.gif]
Out[22]=
-Graphics-
______________________________________________________________________
Created by [1]Mathematica (September 7, 2007)
References
1. http://www.wolfram.com/
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and provide commented, minimal, self-contained, reproducible code.
