Re: LLR test, AIC, BIC

From: David Foster [mailto:david.foster@adelaide.edu.au] Subject: Re: [NMusers] LLR test, AIC, BIC Date: Thursday, October 23, 2003 1:44 AM Dear all, I seem to have stimulated a bit of discussion! However, a few of my original points have been left out of the ensuing discussion . I understand the limitations of LLR, AIC etc, but I still would like to be able to calculate them, given that it doesn't really take much effort (well, sort of...). Here are my questions: I have read a thread posted some time ago on this topic, but it raised a ew questions for me. If: AIC= obj. fun + 2*NPAR BIC= obj. fun + NPAR* log(NOBS) As I understand, log(NOBS) is the natural log, and NOBS is the number of data points -is this the number of concentration-time points or the number of subjects? To examine the impact of including a covariable (no eta, just a new theta), I understand the use of the the LLR test etc just fine. But what about, for example, going from a 1 compartment to a 2 compartment model -there are new theta's and matching eta's. ***So my question is: does the "number of parameters (NPAR)" include theta's, eta's and sigma's? This also has an impact on AIC and BIC calculations as different results are obtained if one only counts theta's...*** I have also seen a correction to the AIC: AICc = obj. fun + 2*NPAR + (2*NPAR*(NPAR+1))/(NOBS-NPAR-1) Does anyone use this, and does it also apply to the BIC? Regards, David -- David Foster, PhD NHMRC Research Officer Department of Clinical and Experimental Pharmacology Faculty of Health Sciences The University of Adelaide Adelaide, South Australia 5005 Tel: +61 08 8303 5985 Fax: +61 08 8224 0685 Email: david.foster@adelaide.edu.au http://www.adelaide.edu.au/Pharm/index.htm CRICOS Provider Number 00123M