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Computing fit information measures for a logistic regression in SPSS AIC, BIC.

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Presentation on theme: "Computing fit information measures for a logistic regression in SPSS AIC, BIC."— Presentation transcript:

1 Computing fit information measures for a logistic regression in SPSS AIC, BIC

2 The two general formulas AIC = -2LL + 2(p + 1), –where p = # predictors (or df of predictors when categorical predictors have been dummied) BIC = -2LL + log(n)*(p + 1), –Where n is the sample size Note on both of these: The “+1” is for the intercept. On models where we exclude the intercept, we don’t add that +1. One models where we manually stick in a “one” constant intercept, that takes the place of the intercept, and so we count the “one” in p Summary: For survival models, we usually make the final term in parentheses (p) not (p + 1). You’ll see this in the example that follows

3 Example Let’s use the “first sex” data base to work through an example There is actually a complication What is the n for the BIC computation? –In a person period data set, not every subject is represented at every occasion. Well, we have two options. Option A: If we also have a time-to-event (one line per subject) data set

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6 The sample at the start of the study is N=180…so that is our n

7 Option B: If you only have the person-period data set There may be a simpler way, but this is all I could come up with quickly…and it only takes 3 seconds

8 Do a frequency count on the “ID” variable

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11 Now, paste the resulting table into Excel

12 Quickly edit out the superfluous rows from the header ….

13 …. And footer…

14 The resulting reduced table will give you the n count The sample at the start of the study is N=180…so that is our n

15 Now, let’s rerun that first-sex analysis, using “parental transition” as our time invariant predictor

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18 Note we turned off the intercept. That has implications for “p” on the next slide.

19 -2LL P, # predictors = 7, with no +1 for intercept, since we turned it off

20 Calculating AIC = -2LL + 2(p + 1), –where p = # predictors (or df of predictors when categorical predictors have been dummied); where there is no intercept, formula is -2LL + 2(p) BIC = -2LL + log(n)*(p + 1), –Where n is the sample size; where there is no intercept, formula is -2LL + log(n) *(p) The sample at the start of the study is N=180…so that is our n P, # predictors = 7, with no +1 for intercept, since we turned it off AIC = -2LL + 2(p) = 634.662 + 2(7) = 634.662 + 14 = 648.662 BIC = -2LL + log(n)*(p), = 634.662 + log(180)*(7) = 634.662 + 2.255*7 = 634.662 + 15.787 = 664.449


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