Global Deviance = -2*fitted log likelihood,
AIC = Global deviance +2*number of parameters
Choocing distribution with the lowest AIC selects the exponential
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Thank you. I was obviously mis-interpreting the AIC results.
RdR
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Dear Richard
I think the results below are consistent
set.seed(1020)
# created from EXP
X1 <- rEXP(1000)
Gexp <- gamlss(X1~1,family=EXP)
#GAMLSS-RS iteration 1: Global Deviance = 1999.762
#GAMLSS-RS iteration 2: Global Deviance = 1999.762
Glno <- gamlss(X1~1,family=LOGNO)
#GAMLSS-RS iterat
Hi,
I'm a bit puzzled by the gamlss fitting of exponential and lognormal data.
Gamlss seems to think that exponentially distributed data fits better with a
lognormal distribution, and vice versa.
For example,
X <- rexp(1000)
Gexp <- gamlss(X~1,family=EXP) # X~1 is X tilde 1
GAMLSS-RS iterat
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