[R] sem-Package BIC calculation wrong!?
pdalgd at gmail.com
Thu Mar 30 19:17:14 CEST 2017
> On 30 Mar 2017, at 16:09 , Ludwig Kreuzpointner <Ludwig.Kreuzpointner at psychologie.uni-regensburg.de> wrote:
> To whom it may concern,
> when I was calculating BIC with sem
> e.g. as follows:
> cfa.mod <- cfa(reference.indicators=FALSE, covs=NULL)
> F1: Sentences, Vocabulary, Sent.Completion, First.Letters, Four.Letter.Words
> cfa.sem <- sem(cfa.mod, S=Thurstone, N=355)
> the BIC value is wrong!
> For the example it results
> BIC = 104.5072
> Correct with a formula I found in text books:
> BIC= χ2 + ln(N)[k(k + 1)/2 - df]
> BIC should be 192.588977895
> 104.5072 I got, when set k=0
> I think there must be a mistake when getting the numbers of parameters.
The generic definition of BIC is -2 log L + p log N, where p is the number of parameters. However, like the log-likelihood itself, it is only determined up to an additive constant, so it is not obvious that one number is more correct than the other.
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Office: A 4.23
Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
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