Re: Inconsistency in AIC values for glm with family poisson (PR#8841)

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Re: Inconsistency in AIC values for glm with family poisson (PR#8841)

Prof Brian Ripley
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On Mon, 8 May 2006, [hidden email] wrote:

> Full_Name: Xavier Solé
> Version: 2.3.0
> OS: Windows XP SP2
> Submission from: (NULL) (213.151.99.160)
>
>
> #When computing AIC for one of the models shown in ?glm we get an
> inconsistent AIC value. We also get the same wrong value if we use
> "extractAIC" o "AIC" functions.

Inconsistent with what?  It seems to me that it consistently gives the
right answer, but you have not used the actual definition of AIC.

> example(glm)
>
> glm.D93
>
> extractAIC(glm.D93)
>
> #AIC of this model should be 15.129 (residual deviance + 2*effective
> degrees of freedom), but the AIC which R returns is 56.76. Function
> extractAIC returns the right number of effective degrees of freedom (5),
> but anyway seems to fail in calculating the correct AIC value.

Where do you get that from (it is not the definition of AIC)?

> AIC(glm.D93)
[1] 56.76132
> extractAIC(glm.D93)
[1]  5.00000 56.76132
> logLik(glm.D93)
'log Lik.' -23.38066 (df=5)

Did you read ?AIC, which gives the actual definition?  You may also need
to review the definitions (note, plural) of `deviance'.

Please don't expect us to accept your assertions for definitions
of statistical quantities: you need to supply your credentials and
references.  In this case the help page actually points out that the
quantity is not unambiguously defined.

--
Brian D. Ripley,                  [hidden email]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595
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