AIC formula

Tedphy

New Member
Subscriber
On page 7 of Diebold note, AIC formula is given as EXP (2k/T) * (SSE/T). However, there is another formula as T * LN(SSE/T) + 2 K. Are they the same ?

Thanks,
Tedphy
 

ShaktiRathore

Well-Known Member
Subscriber
AIC formula=EXP (2k/T) * (SSE/T)
LN(AIC formula)=LN(EXP (2k/T)) * (SSE/T)) ..tale log on both sides
LN(AIC formula)=LN(EXP (2k/T))+LN(SSE/T)
LN(AIC formula)=2k/T + LN(SSE/T)
T*LN(AIC formula)=T*(2k/T + LN(SSE/T))...multiply both sides by T
T*LN(AIC formula)=T*(2k/T + LN(SSE/T))
T*LN(AIC formula)=T*(2k/T) + T*LN(SSE/T)
T*LN(AIC formula)= 2k + T*LN(SSE/T)
T*LN(EXP (2k/T) * (SSE/T))= 2k + T*LN(SSE/T)
Yes the formulas seems similar and shall give similar results except that T * LN(SSE/T) + 2 K. is the log of AIC formula multiplied by T.
thanks
 
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