Is it possible that AIC = BIC?AIC & BIC number interpretationAIC, BIC, DIC, model selection...
sed '/^$/d' and grep -Ev '^$' failed to remove blank lines
How do you respond to a colleague from another team when they're wrongly expecting that you'll help them?
How does a computer interpret real numbers?
Angel of Condemnation - Exile creature with second ability
How does the math work for Perception checks?
Does Doodling or Improvising on the Piano Have Any Benefits?
Electoral considerations aside, what are potential benefits, for the US, of policy changes proposed by the tweet recognizing Golan annexation?
Is this toilet slogan correct usage of the English language?
Is Witten's Proof of the Positive Mass Theorem Rigorous?
What does routing an IP address mean?
Can disgust be a key component of horror?
Redundant comparison & "if" before assignment
Not using 's' for he/she/it
What should you do if you miss a job interview (deliberately)?
What changes for testers when they are testing in agile environments?
Does a 'pending' US visa application constitute a denial?
Why Shazam when there is already Superman?
What is going wrong in this circuit which supposedly should step down AC to arduino friendly voltage?
If magnesium reacts with oxygen to produce magnesium oxide only on the application of heat, then why isn't it categorised as an endothermic reaction?
Open a doc from terminal, but not by its name
Does an advisor owe his/her student anything? Will an advisor keep a PhD student only out of pity?
Fear of getting stuck on one programming language / technology that is not used in my country
Are Captain Marvel's powers affected by Thanos' actions in Infinity War
How could a planet have erratic days?
Is it possible that AIC = BIC?
AIC & BIC number interpretationAIC, BIC, DIC, model selection criteriaAIC,BIC,CIC,DIC,EIC,FIC,GIC,HIC,IIC — Can I use them interchangeably?AIC, BIC and GCV: what is best for making decision in penalized regression methods?How do you derive AIC and BIC for discrete-valued observables?Combining AIC and BICOverview of selection method for p-order of AR($p$) modelAre there circumstances in which BIC is useful and AIC is not?Use BIC or AIC as approximation for Bayesian Model AveragingVAR lag selection tests: Which one do I choose?
$begingroup$
Two well-known (and related) measures of model complexity from statistics are the Akaike Information Criterion (AIC) and the Bayesian Information
Criterion (BIC).
When might AIC = BIC?
aic bic
edited Mar 14 at 14:06
Richard Hardy
27.8k641128
asked Mar 14 at 13:09
JanJan
1514
$endgroup$
add a comment |
$begingroup$
Two well-known (and related) measures of model complexity from statistics are the Akaike Information Criterion (AIC) and the Bayesian Information
Criterion (BIC).
When might AIC = BIC?
aic bic
edited Mar 14 at 14:06
Richard Hardy
27.8k641128
asked Mar 14 at 13:09
JanJan
1514
$endgroup$
10
$begingroup$
You should try writing down the formulas and setting them equal to each other :) You will get the answer immediately.
$endgroup$
– guy
Mar 14 at 13:18
add a comment |
$begingroup$
Two well-known (and related) measures of model complexity from statistics are the Akaike Information Criterion (AIC) and the Bayesian Information
Criterion (BIC).
When might AIC = BIC?
aic bic
edited Mar 14 at 14:06
Richard Hardy
27.8k641128
asked Mar 14 at 13:09
JanJan
1514
$endgroup$
Two well-known (and related) measures of model complexity from statistics are the Akaike Information Criterion (AIC) and the Bayesian Information
Criterion (BIC).
When might AIC = BIC?
aic bic
aic bic
edited Mar 14 at 14:06
Richard Hardy
27.8k641128
asked Mar 14 at 13:09
JanJan
1514
edited Mar 14 at 14:06
Richard Hardy
27.8k641128
asked Mar 14 at 13:09
JanJan
1514
edited Mar 14 at 14:06
Richard Hardy
27.8k641128
edited Mar 14 at 14:06
Richard Hardy
27.8k641128
edited Mar 14 at 14:06
Richard Hardy
27.8k641128
27.8k641128
asked Mar 14 at 13:09
JanJan
1514
asked Mar 14 at 13:09
JanJan
1514
asked Mar 14 at 13:09
JanJan
1514
1514
10
$begingroup$
You should try writing down the formulas and setting them equal to each other :) You will get the answer immediately.
$endgroup$
– guy
Mar 14 at 13:18
add a comment |
10
$begingroup$
You should try writing down the formulas and setting them equal to each other :) You will get the answer immediately.
$endgroup$
– guy
Mar 14 at 13:18
10
10
$begingroup$
You should try writing down the formulas and setting them equal to each other :) You will get the answer immediately.
$endgroup$
– guy
Mar 14 at 13:18
$begingroup$
You should try writing down the formulas and setting them equal to each other :) You will get the answer immediately.
$endgroup$
– guy
Mar 14 at 13:18
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
As a reminder:
$$AIC = - 2 log mathcal{L}(hat{theta}|X)+2k $$
$$BIC = - 2 log mathcal{L}(hat{theta}|X)+k ln(n)$$
So for what values of $n$ is $2 = ln(n)$?
answered Mar 14 at 13:54
StatsStats
668210
$endgroup$
8
$begingroup$
(+1) I noticed that for $BIC$ you write $log$ and $ln$ in the same expression. Is this distinction necessary?
$endgroup$
– Sycorax
Mar 14 at 19:23
$begingroup$
Both logarithms have $e$ as their basis. It is just that log-likelihood (instead of ln-likelihood) is the term we use to describe the natural logarithm of the likelihood.
$endgroup$
– Stats
Mar 14 at 19:27
$begingroup$
@Sycorax: I guess it's to signify that for the $log$ it really doesn't matter (as long as you're consistent) whereas for the $ln$, well it has to be $e$.
$endgroup$
– Mehrdad
Mar 15 at 0:37
1
$begingroup$
But $n$ should be an integer, right?
$endgroup$
– innisfree
Mar 15 at 5:44
$begingroup$
@innisfree Not always. E.g., for generalized additive models the estimated degrees of freedom are usually not integers.
$endgroup$
– Roland
Mar 15 at 7:12
add a comment |
Your Answer
StackExchange.ifUsing("editor", function () {
return StackExchange.using("mathjaxEditing", function () {
StackExchange.MarkdownEditor.creationCallbacks.add(function (editor, postfix) {
StackExchange.mathjaxEditing.prepareWmdForMathJax(editor, postfix, [["$", "$"], ["\\(","\\)"]]);
});
});
}, "mathjax-editing");
StackExchange.ready(function() {
var channelOptions = {
tags: "".split(" "),
id: "65"
};
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function() {
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled) {
StackExchange.using("snippets", function() {
createEditor();
});
}
else {
createEditor();
}
});
function createEditor() {
StackExchange.prepareEditor({
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: false,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: null,
bindNavPrevention: true,
postfix: "",
imageUploader: {
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
},
onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
});
}
});
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstats.stackexchange.com%2fquestions%2f397496%2fis-it-possible-that-aic-bic%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
1 Answer
1
active
oldest
votes
1 Answer
1
active
oldest
votes
active
oldest
votes
active
oldest
votes
$begingroup$
As a reminder:
$$AIC = - 2 log mathcal{L}(hat{theta}|X)+2k $$
$$BIC = - 2 log mathcal{L}(hat{theta}|X)+k ln(n)$$
So for what values of $n$ is $2 = ln(n)$?
answered Mar 14 at 13:54
StatsStats
668210
$endgroup$
8
$begingroup$
(+1) I noticed that for $BIC$ you write $log$ and $ln$ in the same expression. Is this distinction necessary?
$endgroup$
– Sycorax
Mar 14 at 19:23
$begingroup$
Both logarithms have $e$ as their basis. It is just that log-likelihood (instead of ln-likelihood) is the term we use to describe the natural logarithm of the likelihood.
$endgroup$
– Stats
Mar 14 at 19:27
$begingroup$
@Sycorax: I guess it's to signify that for the $log$ it really doesn't matter (as long as you're consistent) whereas for the $ln$, well it has to be $e$.
$endgroup$
– Mehrdad
Mar 15 at 0:37
1
$begingroup$
But $n$ should be an integer, right?
$endgroup$
– innisfree
Mar 15 at 5:44
$begingroup$
@innisfree Not always. E.g., for generalized additive models the estimated degrees of freedom are usually not integers.
$endgroup$
– Roland
Mar 15 at 7:12
add a comment |
$begingroup$
As a reminder:
$$AIC = - 2 log mathcal{L}(hat{theta}|X)+2k $$
$$BIC = - 2 log mathcal{L}(hat{theta}|X)+k ln(n)$$
So for what values of $n$ is $2 = ln(n)$?
answered Mar 14 at 13:54
StatsStats
668210
$endgroup$
8
$begingroup$
(+1) I noticed that for $BIC$ you write $log$ and $ln$ in the same expression. Is this distinction necessary?
$endgroup$
– Sycorax
Mar 14 at 19:23
$begingroup$
Both logarithms have $e$ as their basis. It is just that log-likelihood (instead of ln-likelihood) is the term we use to describe the natural logarithm of the likelihood.
$endgroup$
– Stats
Mar 14 at 19:27
$begingroup$
@Sycorax: I guess it's to signify that for the $log$ it really doesn't matter (as long as you're consistent) whereas for the $ln$, well it has to be $e$.
$endgroup$
– Mehrdad
Mar 15 at 0:37
1
$begingroup$
But $n$ should be an integer, right?
$endgroup$
– innisfree
Mar 15 at 5:44
$begingroup$
@innisfree Not always. E.g., for generalized additive models the estimated degrees of freedom are usually not integers.
$endgroup$
– Roland
Mar 15 at 7:12
add a comment |
$begingroup$
As a reminder:
$$AIC = - 2 log mathcal{L}(hat{theta}|X)+2k $$
$$BIC = - 2 log mathcal{L}(hat{theta}|X)+k ln(n)$$
So for what values of $n$ is $2 = ln(n)$?
answered Mar 14 at 13:54
StatsStats
668210
$endgroup$
As a reminder:
$$AIC = - 2 log mathcal{L}(hat{theta}|X)+2k $$
$$BIC = - 2 log mathcal{L}(hat{theta}|X)+k ln(n)$$
So for what values of $n$ is $2 = ln(n)$?
answered Mar 14 at 13:54
StatsStats
668210
answered Mar 14 at 13:54
StatsStats
668210
answered Mar 14 at 13:54
StatsStats
668210
answered Mar 14 at 13:54
StatsStats
668210
668210
8
$begingroup$
(+1) I noticed that for $BIC$ you write $log$ and $ln$ in the same expression. Is this distinction necessary?
$endgroup$
– Sycorax
Mar 14 at 19:23
$begingroup$
Both logarithms have $e$ as their basis. It is just that log-likelihood (instead of ln-likelihood) is the term we use to describe the natural logarithm of the likelihood.
$endgroup$
– Stats
Mar 14 at 19:27
$begingroup$
@Sycorax: I guess it's to signify that for the $log$ it really doesn't matter (as long as you're consistent) whereas for the $ln$, well it has to be $e$.
$endgroup$
– Mehrdad
Mar 15 at 0:37
1
$begingroup$
But $n$ should be an integer, right?
$endgroup$
– innisfree
Mar 15 at 5:44
$begingroup$
@innisfree Not always. E.g., for generalized additive models the estimated degrees of freedom are usually not integers.
$endgroup$
– Roland
Mar 15 at 7:12
add a comment |
8
$begingroup$
(+1) I noticed that for $BIC$ you write $log$ and $ln$ in the same expression. Is this distinction necessary?
$endgroup$
– Sycorax
Mar 14 at 19:23
$begingroup$
Both logarithms have $e$ as their basis. It is just that log-likelihood (instead of ln-likelihood) is the term we use to describe the natural logarithm of the likelihood.
$endgroup$
– Stats
Mar 14 at 19:27
$begingroup$
@Sycorax: I guess it's to signify that for the $log$ it really doesn't matter (as long as you're consistent) whereas for the $ln$, well it has to be $e$.
$endgroup$
– Mehrdad
Mar 15 at 0:37
1
$begingroup$
But $n$ should be an integer, right?
$endgroup$
– innisfree
Mar 15 at 5:44
$begingroup$
@innisfree Not always. E.g., for generalized additive models the estimated degrees of freedom are usually not integers.
$endgroup$
– Roland
Mar 15 at 7:12
8
8
$begingroup$
(+1) I noticed that for $BIC$ you write $log$ and $ln$ in the same expression. Is this distinction necessary?
$endgroup$
– Sycorax
Mar 14 at 19:23
$begingroup$
(+1) I noticed that for $BIC$ you write $log$ and $ln$ in the same expression. Is this distinction necessary?
$endgroup$
– Sycorax
Mar 14 at 19:23
$begingroup$
Both logarithms have $e$ as their basis. It is just that log-likelihood (instead of ln-likelihood) is the term we use to describe the natural logarithm of the likelihood.
$endgroup$
– Stats
Mar 14 at 19:27
$begingroup$
Both logarithms have $e$ as their basis. It is just that log-likelihood (instead of ln-likelihood) is the term we use to describe the natural logarithm of the likelihood.
$endgroup$
– Stats
Mar 14 at 19:27
$begingroup$
@Sycorax: I guess it's to signify that for the $log$ it really doesn't matter (as long as you're consistent) whereas for the $ln$, well it has to be $e$.
$endgroup$
– Mehrdad
Mar 15 at 0:37
$begingroup$
@Sycorax: I guess it's to signify that for the $log$ it really doesn't matter (as long as you're consistent) whereas for the $ln$, well it has to be $e$.
$endgroup$
– Mehrdad
Mar 15 at 0:37
1
1
$begingroup$
But $n$ should be an integer, right?
$endgroup$
– innisfree
Mar 15 at 5:44
$begingroup$
But $n$ should be an integer, right?
$endgroup$
– innisfree
Mar 15 at 5:44
$begingroup$
@innisfree Not always. E.g., for generalized additive models the estimated degrees of freedom are usually not integers.
$endgroup$
– Roland
Mar 15 at 7:12
$begingroup$
@innisfree Not always. E.g., for generalized additive models the estimated degrees of freedom are usually not integers.
$endgroup$
– Roland
Mar 15 at 7:12
add a comment |
Thanks for contributing an answer to Cross Validated!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstats.stackexchange.com%2fquestions%2f397496%2fis-it-possible-that-aic-bic%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
10
$begingroup$
You should try writing down the formulas and setting them equal to each other :) You will get the answer immediately.
$endgroup$
– guy
Mar 14 at 13:18