0
$\begingroup$

By definition, for a linear model we have that $$\text{AIC}=n\log\left(\frac{\text{RSS}}{n}\right)+2p$$ where $n$ is the number of observations, $p$- the number of parameters and RSS - the residual sum of squares

My question is: If we have the Residual Deviance for a given GLM can we find the AIC?

$\endgroup$
5
  • 3
    $\begingroup$ This only works under the assumption of normality of errors. Otherwise you would have likelihood in place of RSS. $\endgroup$ Commented Apr 11, 2018 at 9:59
  • $\begingroup$ The definition for AIC is well defined on Wikipedia. However, how the formula looks like depend on what GLM family you're talking about. $\endgroup$
    – SmallChess
    Commented Apr 11, 2018 at 9:59
  • $\begingroup$ My issue (poorly written in the question) is if I'm given only the Residual Deviance, can I find the AIC? Will edit the question $\endgroup$
    – asdf
    Commented Apr 11, 2018 at 10:20
  • $\begingroup$ AIC is in general calculated as $$\text{AIC} =2k-2\ln(\hat{L}),$$ where $k$ are the number of parameters and $\hat{L}$ is the maximized likelihood of the model with $k$ parameters. $\endgroup$
    – BloXX
    Commented Apr 11, 2018 at 10:33
  • $\begingroup$ But does this have any relation to the Residual Deviance? $\endgroup$
    – asdf
    Commented Apr 11, 2018 at 14:47

0

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Browse other questions tagged or ask your own question.