Mixing
BIC penalizes model complexity more heavily than AIC
AIC= -2 log likelihood + 2k
BIC= -2 log likelihood + log(n)k
where
k: number of estimated parameters
n: number of observations
BIC penalizes model complexity more heavily than AIC.
The reason because log(n) > 2, unless n is small ( n < 50).
My question is I do not understand the following and what does it mean:
"BIC penalizes model complexity more heavily than AIC".
Thank you in advance.
statistics
asked Nov 19 '18 at 16:20
ALRADDADI
13
add a comment |
AIC= -2 log likelihood + 2k
BIC= -2 log likelihood + log(n)k
where
k: number of estimated parameters
n: number of observations
BIC penalizes model complexity more heavily than AIC.
The reason because log(n) > 2, unless n is small ( n < 50).
My question is I do not understand the following and what does it mean:
"BIC penalizes model complexity more heavily than AIC".
Thank you in advance.
statistics
asked Nov 19 '18 at 16:20
ALRADDADI
13
stats.stackexchange.com is a better place to ask this (after reading the FAQ)
– Alex K.
Nov 19 '18 at 16:22
Thank you very much!
– ALRADDADI
Nov 19 '18 at 20:08
add a comment |
AIC= -2 log likelihood + 2k
BIC= -2 log likelihood + log(n)k
where
k: number of estimated parameters
n: number of observations
BIC penalizes model complexity more heavily than AIC.
The reason because log(n) > 2, unless n is small ( n < 50).
My question is I do not understand the following and what does it mean:
"BIC penalizes model complexity more heavily than AIC".
Thank you in advance.
statistics
asked Nov 19 '18 at 16:20
ALRADDADI
13
AIC= -2 log likelihood + 2k
BIC= -2 log likelihood + log(n)k
where
k: number of estimated parameters
n: number of observations
BIC penalizes model complexity more heavily than AIC.
The reason because log(n) > 2, unless n is small ( n < 50).
My question is I do not understand the following and what does it mean:
"BIC penalizes model complexity more heavily than AIC".
Thank you in advance.
statistics
statistics
asked Nov 19 '18 at 16:20
ALRADDADI
13
asked Nov 19 '18 at 16:20
ALRADDADI
13
asked Nov 19 '18 at 16:20
ALRADDADI
13
asked Nov 19 '18 at 16:20
ALRADDADI
13
asked Nov 19 '18 at 16:20
ALRADDADI
13
13
stats.stackexchange.com is a better place to ask this (after reading the FAQ)
– Alex K.
Nov 19 '18 at 16:22
Thank you very much!
– ALRADDADI
Nov 19 '18 at 20:08
add a comment |
stats.stackexchange.com is a better place to ask this (after reading the FAQ)
– Alex K.
Nov 19 '18 at 16:22
Thank you very much!
– ALRADDADI
Nov 19 '18 at 20:08
stats.stackexchange.com is a better place to ask this (after reading the FAQ)
– Alex K.
Nov 19 '18 at 16:22
stats.stackexchange.com is a better place to ask this (after reading the FAQ)
– Alex K.
Nov 19 '18 at 16:22
Thank you very much!
– ALRADDADI
Nov 19 '18 at 20:08
Thank you very much!
– ALRADDADI
Nov 19 '18 at 20:08
add a comment |
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stats.stackexchange.com is a better place to ask this (after reading the FAQ)
– Alex K.
Nov 19 '18 at 16:22
Thank you very much!
– ALRADDADI
Nov 19 '18 at 20:08