Enders (2004), Applied Econometric time series, Wiley, Exercise 10, page 102, sets out some of the variations of the AIC and SBC and contains a good definition. As these are all monotonic transformations of one another they lead to the same maximum (minimum). I say maximum/minimum because I have seen some persons who define the information criterion as the negative or other definitions. You may even find different definitions used in different functions in the same software. The only thing to do is to check the documentaion to see what definition is being used by each function in that software.
Best Regards John Frain 2009/9/10 Corrado <ct...@york.ac.uk>: > My worry is: can I compare negative AIC with positive AIC? does the comparison > still hold? > > On Thursday 10 September 2009 15:57:01 Ben Bolker wrote: >> Corrado-5 wrote: >> > Dear R list, >> > >> > I just obtained a negative AIC for two models (-221.7E+4 >> > and -230.2E+4). Is that normal? >> >> It's not necessarily wrong. See <http://emdbolker.wikidot.com/faq> > > > > -- > Corrado Topi > > Global Climate Change & Biodiversity Indicators > Area 18,Department of Biology > University of York, York, YO10 5YW, UK > Phone: + 44 (0) 1904 328645, E-mail: ct...@york.ac.uk > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > -- John C Frain Economics Department Trinity College Dublin Dublin 2 Ireland www.tcd.ie/Economics/staff/frainj/home.html mailto:fra...@tcd.ie mailto:fra...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
