[R] sem-Package BIC calculation wrong!?
Peter Dalgaard
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)
> summary(cfa.sem)
>
>
> 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
Phone: (+45)38153501
Office: A 4.23
Email: pd.mes at cbs.dk Priv: PDalgd at gmail.com
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