cancel
Showing results for 
Show  only  | Search instead for 
Did you mean: 

Discussions

Solve problems, and share tips and tricks with other JMP users.
%3CLINGO-SUB%20id%3D%22lingo-sub-239588%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3Everosimilitudes%20positivas%20y%20AIC%20negativas%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-239588%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3E%3CP%3ENot%C3%A9%20que%20JMP%20invariablemente%20informa%20LL%20positivos%20y%20AIC%20negativos%2C%20por%20ejemplo%20%22-2LL%20%3D%20-1406.88%22%20o%20%22AICc%20%3D%20-1451.534%22.%20Esto%20no%20tiene%20sentido%2C%20%C2%BFverdad%3F%20LL%20debe%20ser%20negativo%20por%20definici%C3%B3n%3B%20En%20principio%2C%20el%20AIC%20puede%20ser%20negativo%2C%20pero%20con%20un%20LL%20bajo%20y%20un%20n%C3%BAmero%20bajo%20de%20par%C3%A1metros%2C%20generalmente%20es%20positivo.%3C%2FP%3E%3CP%3E%C2%BFMe%20estoy%20perdiendo%20algo%20fundamental%20aqu%C3%AD%3F%3C%2FP%3E%3CP%3E%26nbsp%3B%3C%2FP%3E%3CP%3E%C2%A1Gracias!%3C%2FP%3E%3C%2FLINGO-BODY%3E%3CLINGO-SUB%20id%3D%22lingo-sub-239602%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3ERe%3A%20verosimilitudes%20positivas%20y%20AIC%20negativas%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-239602%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3E%3CP%3EEs%20posible%20que%20no%20haya%20visto%20excepciones%2C%20pero%20pueden%20suceder.%20Tiene%20raz%C3%B3n%20en%20que%20la%20probabilidad%20logar%C3%ADtmica%20siempre%20es%20negativa%20porque%20la%20probabilidad%20es%20siempre%200%20a%201.%20Del%20mismo%20modo%2C%20el%20-2L%20siempre%20es%20positivo.%20AICc%2C%20sin%20embargo%2C%20puede%20ser%20negativo%20o%20positivo.%3C%2FP%3E%0A%3CP%3E%26nbsp%3B%3C%2FP%3E%0A%3CP%3EPor%20ejemplo%2C%3C%2FP%3E%0A%3CP%3E%3CSPAN%20class%3D%22lia-inline-image-display-wrapper%20lia-image-align-inline%22%20style%3D%22width%3A%20555px%3B%22%3E%3Cspan%20class%3D%22lia-inline-image-display-wrapper%22%20image-alt%3D%22Screen%20Shot%202019-12-23%20at%2011.00.22%20AM.png%22%20style%3D%22width%3A%20555px%3B%22%3E%3Cimg%20src%3D%22https%3A%2F%2Fcommunity.jmp.com%2Ft5%2Fimage%2Fserverpage%2Fimage-id%2F20785iA73F363EE37D46B0%2Fimage-size%2Flarge%3Fv%3Dv2%26amp%3Bpx%3D999%22%20role%3D%22button%22%20title%3D%22Screen%20Shot%202019-12-23%20at%2011.00.22%20AM.png%22%20alt%3D%22Screen%20Shot%202019-12-23%20at%2011.00.22%20AM.png%22%20%2F%3E%3C%2Fspan%3E%3C%2FSPAN%3E%3C%2FP%3E%0A%3CP%3E%26nbsp%3B%3C%2FP%3E%0A%3CP%3E%26nbsp%3B%3C%2FP%3E%3C%2FLINGO-BODY%3E%3CLINGO-SUB%20id%3D%22lingo-sub-239608%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3ERe%3A%20verosimilitudes%20positivas%20y%20AIC%20negativas%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-239608%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3E%C2%A1Gracias!%20En%20el%20ejemplo%20que%20das%20todo%20es%20%22bueno%22.%20LL%20negativo%20BIC%20y%20AIC%20positivo.%20Por%20lo%20tanto%2C%20no%20responde%20a%20mi%20pregunta.%20Veo%20como%20%3CBR%20%2F%3E%3CBR%20%2F%3E%20Entonces%2C%20%C2%BFdebo%20suponer%20que%20este%20es%20un%20tipo%20(menos%20no%20deber%C3%ADa%20estar%20all%C3%AD%2C%20ver%20l%C3%ADneas%20marcadas%20con%20%26gt%3B%26gt%3B%26gt%3B%26gt%3B)%20en%20un%20informe%20como%20este%3F%20%3CBR%20%2F%3E%3CBR%20%2F%3E%20Ajuste%20de%20modelo%20lineal%20generalizado%20%3CBR%20%2F%3E%20Par%C3%A1metro%20de%20sobredispersi%C3%B3n%20estimado%20por%20m%C3%A1xima%20verosimilitud%20%3CBR%20%2F%3E%20Respuesta%3A%20O2Cons_ugO2%20%2F%20mgWW%20%3CBR%20%2F%3E%20Distribuci%C3%B3n%3A%20normal%20%3CBR%20%2F%3E%20Enlace%3A%20Identidad%20%3CBR%20%2F%3E%20M%C3%A9todo%20de%20estimaci%C3%B3n%3A%20m%C3%A1xima%20verosimilitud%20%3CBR%20%2F%3E%20Observaciones%20(o%20Sum%20Wgts)%20%3D%20369%20%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%20Trama%20de%20regresi%C3%B3n%20%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%20Prueba%20de%20modelo%20completo%20%3CBR%20%2F%3E%3CBR%20%2F%3E%20%26gt%3B%26gt%3B%26gt%3B%26gt%3B%20Modelo%20-LogLikelihood%20LR%20ChiSquare%20DF%20Prob%26gt%3B%20ChiSq%20%3CBR%20%2F%3E%20%26gt%3B%26gt%3B%26gt%3B%26gt%3B%20Diferencia%2060.566153%20121.1323%201%20%26lt%3B.0001%20%3CBR%20%2F%3E%20%26gt%3B%26gt%3B%26gt%3B%26gt%3B%20Completo%20-1459.5116%20%3CBR%20%2F%3E%20%26gt%3B%26gt%3B%26gt%3B%26gt%3B%20Reducido%20-1398.9455%20%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%20Estad%C3%ADstica%20de%20bondad%20de%20ajuste%20ChiSquare%20DF%20Prob%26gt%3B%20ChiSq%20Overdispersion%20%3CBR%20%2F%3E%20Pearson%200.0079%20367%201.0000%200.0000%20%3CBR%20%2F%3E%20Desviaci%C3%B3n%200.0079%20367%201.0000%20%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%20AICc%20%3CBR%20%2F%3E%20-2912.958%20%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%20Pruebas%20de%20efecto%20%3CBR%20%2F%3E%3CBR%20%2F%3E%20Fuente%20DF%20LR%20ChiSquare%20Prob%26gt%3B%20ChiSq%20%3CBR%20%2F%3E%20ensayo%201%20121.13231%20%26lt%3B.0001%20%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%20Par%C3%A1metros%20estimados%20%3CBR%20%2F%3E%3CBR%20%2F%3E%20T%C3%A9rmino%20Estimaci%C3%B3n%20Error%20est%C3%A1ndar%20LR%20ChiSquare%20Prob%26gt%3B%20ChiSq%20CL%20inferior%20CL%20superior%20%3CBR%20%2F%3E%20Intercepci%C3%B3n%200.001544%200.0007616%204.0872942%200.0432%200.0000474%200.0030406%20%3CBR%20%2F%3E%20ensayo%20T%200.0003546%200.0000296%20121.13231%20%26lt%3B.0001%200.0002964%200.0004127%20%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%3CBR%20%2F%3E%20Desviaci%C3%B3n%20estudiantil%20residual%20por%20pronosticado%3CBR%20%2F%3E%3C%2FLINGO-BODY%3E%3CLINGO-SUB%20id%3D%22lingo-sub-239613%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3ERe%3A%20verosimilitudes%20positivas%20y%20AIC%20negativas%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-239613%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3E%3CP%3ENo%20veo%20nada%20malo%20con%20estos%20resultados.%20Si%20le%20preocupa%20el%20AICc%20negativo%2C%20eso%20sucede%20todo%20el%20tiempo.%20Realmente%20no%20hay%20ninguna%20escala%20aqu%C3%AD.%20AICc%20m%C3%A1s%20peque%C3%B1o%20siempre%20sugiere%20un%20mejor%20modelo.%20Entonces%2C%20un%20modelo%20con%20AICc%20%3D%201000%20es%20mejor%20que%20un%20modelo%20con%20AICc%20%3D%201200.%20Un%20modelo%20con%20AICc%20%3D%20-1250%20es%20mejor%20que%20un%20modelo%20con%20AICc%20%3D%20-1200.%3C%2FP%3E%3C%2FLINGO-BODY%3E%3CLINGO-SUB%20id%3D%22lingo-sub-239794%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3ERe%3A%20verosimilitudes%20positivas%20y%20AIC%20negativas%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-239794%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3E%3CP%3E%3CSPAN%3E%20Modelo%20completo%20%3C%2FSPAN%3E%3CSPAN%3E%20-LogLikelihood%20%3D%20%3C%2FSPAN%3E%3CSPAN%3E%20-1459.5116.%20Es%20decir%26nbsp%3BLogLikelihood%20%3D%201459.5116.%20%26gt%3B%200.%20No%20puede%20ser.%20O%20esto%20no%20es%20LL%2C%20o%20lo%20es%2C%20pero%20hay%20un%20signo%20negativo%20all%C3%AD%20que%20no%20deber%C3%ADa%20estar%20all%C3%AD.%26nbsp%3B%3C%2FSPAN%3E%3C%2FP%3E%3CP%3E%3CSPAN%3EO%20me%20estoy%20perdiendo%20algo%20grande.%3C%2FSPAN%3E%3C%2FP%3E%3CP%3E%26nbsp%3B%3C%2FP%3E%3CP%3E%3CSPAN%3EGracias%3C%2FSPAN%3E%3C%2FP%3E%3C%2FLINGO-BODY%3E%3CLINGO-SUB%20id%3D%22lingo-sub-239811%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3ERe%3A%20verosimilitudes%20positivas%20y%20AIC%20negativas%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-239811%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3E%3CP%3EAqu%C3%AD%20est%C3%A1%20el%20c%C3%A1lculo%20de%20AICc%20para%20una%20respuesta%20continua%3A%3C%2FP%3E%0A%3CP%3E%26nbsp%3B%3C%2FP%3E%0A%3CP%3E%3CSPAN%20class%3D%22lia-inline-image-display-wrapper%20lia-image-align-inline%22%20style%3D%22width%3A%20999px%3B%22%3E%3Cspan%20class%3D%22lia-inline-image-display-wrapper%22%20image-alt%3D%22Screen%20Shot%202019-12-27%20at%207.55.36%20AM.png%22%20style%3D%22width%3A%20999px%3B%22%3E%3Cimg%20src%3D%22https%3A%2F%2Fcommunity.jmp.com%2Ft5%2Fimage%2Fserverpage%2Fimage-id%2F20825i3249957C109A3239%2Fimage-size%2Flarge%3Fv%3Dv2%26amp%3Bpx%3D999%22%20role%3D%22button%22%20title%3D%22Screen%20Shot%202019-12-27%20at%207.55.36%20AM.png%22%20alt%3D%22Screen%20Shot%202019-12-27%20at%207.55.36%20AM.png%22%20%2F%3E%3C%2Fspan%3E%3C%2FSPAN%3E%3C%2FP%3E%0A%3CP%3E%26nbsp%3B%3C%2FP%3E%0A%3CP%3EEl%20primer%20t%C3%A9rmino%20es%20-2L.%20Entonces%2C%20si%20tiene%20un%20SSE%20peque%C3%B1o%20(un%20buen%20ajuste)%2C%20-2L%20puede%20ser%20negativo.%3C%2FP%3E%3C%2FLINGO-BODY%3E%3CLINGO-SUB%20id%3D%22lingo-sub-239812%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3ERe%3A%20verosimilitudes%20positivas%20y%20AIC%20negativas%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-239812%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3EAhh%2C%20lo%20tengo.%20Este%20LL%20no%20es%20de%20un%20procedimiento%20de%20ML.%20Entonces%20mi%20%C3%BAltima%20pregunta%3A%20%C2%BFpuedo%20seguir%20utilizando%20estos%20valores%20en%20una%20prueba%20de%20log-ratio%20o%20no%20son%20buenos%20para%20eso%3F%20%3CBR%20%2F%3E%20%C2%A1Gracias%20por%20tu%20ayuda!%3C%2FLINGO-BODY%3E%3CLINGO-SUB%20id%3D%22lingo-sub-239847%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3ERe%3A%20verosimilitudes%20positivas%20y%20AIC%20negativas%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-239847%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3E%3CP%3EEs%20de%20un%20procedimiento%20MLE.%20La%20estimaci%C3%B3n%20minimiza%20-2L.%3C%2FP%3E%0A%3CP%3E%26nbsp%3B%3C%2FP%3E%0A%3CP%3ES%C3%AD%2C%20puede%20usar%20el%20doble%20de%20diferencia%20entre%20la%20probabilidad%20logar%C3%ADtmica%20bajo%20la%20hip%C3%B3tesis%20nula%20y%20alternativa%20para%20una%20prueba%20de%20chi%20cuadrado%20LRT.%3C%2FP%3E%3C%2FLINGO-BODY%3E%3CLINGO-SUB%20id%3D%22lingo-sub-272190%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3ERe%3A%20verosimilitudes%20positivas%20y%20AIC%20negativas%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-272190%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3E%3CP%3EHola%2C%26nbsp%3B%3C%2FP%3E%3CP%3E%26nbsp%3B%3C%2FP%3E%3CP%3E%C2%BFPuede%20explicar%20d%C3%B3nde%20se%20informan%20los%20-2LL%3F%20Solo%20estoy%20viendo%20los%20valores%20finales%20de%20AICc%20en%20mi%20extremo.%20Estoy%20en%20JMP%2014.%3C%2FP%3E%3CP%3E%26nbsp%3B%3C%2FP%3E%3CP%3EACTUALIZACI%C3%93N%3A%20No%20importa%2C%20lo%20descubr%C3%AD%20(necesitaba%20hacer%20un%20GLM)%20y%20ahora%20no%20puedo%20entender%20c%C3%B3mo%20eliminar%20esta%20publicaci%C3%B3n.%26nbsp%3B%3C%2FP%3E%3C%2FLINGO-BODY%3E%3CLINGO-SUB%20id%3D%22lingo-sub-272232%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3ERe%3A%20verosimilitudes%20positivas%20y%20AIC%20negativas%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-272232%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3E%3CP%3EEsto%20fue%20en%20JMP%2010.%20Creo%20que%20es%20diferente%20en%20JMP%2014%2C%20puede%20verificar.%3C%2FP%3E%3C%2FLINGO-BODY%3E%3CLINGO-SUB%20id%3D%22lingo-sub-272237%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3ERe%3A%20verosimilitudes%20positivas%20y%20AIC%20negativas%3C%2FLINGO-SUB%3E%3CLINGO-BODY%20id%3D%22lingo-body-272237%22%20slang%3D%22en-US%22%20mode%3D%22NONE%22%3E%3CP%3EPor%20favor%20no%20elimines%20esta%20publicaci%C3%B3n.%20Esta%20discusi%C3%B3n%20tambi%C3%A9n%20es%20%C3%BAtil%20para%20otros%20usuarios%20que%20podr%C3%ADan%20tener%20problemas%20para%20encontrar%20-2L.%3C%2FP%3E%3C%2FLINGO-BODY%3E
Choose Language Hide Translation Bar
l_yampolsky
Level III

positive loglikelihoods and negative AIC's

I noticed that JMP invariably reports positive LLs and negative AICs, for example "-2LL = -1406.88" or "AICc =  -1451.534". This does not make sense, does it? LL must be negative by definition; AIC can in principle be negative, but with low LLs and low number of parameters it usually is positive.

Am I missing something fundamental here?

 

Thanks!

10 REPLIES 10

Re: positive loglikelihoods and negative AIC's

Please do not delete this post. This discuss is useful to other users who might have trouble finding -2L, too.

Recommended Articles