[R] Question about BIC of two different regression models? how should we compare two regression models?

Ben Bolker bbolker at gmail.com
Fri Sep 2 08:35:39 CEST 2011


Andra Isan <andra_isan <at> yahoo.com> writes:

> 
> Hi All, 
> In order to compare two different logistic regressions, 
> I think I need to compare them based on their BIC
> values, but I am not sure if the smaller BIC would mean a better 
> model or the reverse is true?
> Thanks a lot,Andra

  Smaller (i.e. lower value) BIC is always better 
(even if BIC happens to be negative, as can happen in some cases; 
i.e. BIC=-1002 is better than BIC=-1000, BIC=1000 is better than BIC=1002).

  I would suggest however that (a) there are better venues for this
question (e.g. stats.stackexchange.com), since it's a stats and not
an R question; (b) it might be a good idea to review a stats text,
or even http://en.wikipedia.org/wiki/Bayesian_information_criterion ,
since this is a pretty basic question.



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