I know that the formula for the BIC is generally

BIC = -2ln(L) + k*ln(n)

where n is the number of data points, k is the number of parametes, and L = likelihood.

What do we use for L when we're doing BIC for a linear regression or an ANOVA?

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- April 29th 2011, 12:59 AMDannyOceanCalculating Bayes Information Criterion
I know that the formula for the BIC is generally

BIC = -2ln(L) + k*ln(n)

where n is the number of data points, k is the number of parametes, and L = likelihood.

What do we use for L when we're doing BIC for a linear regression or an ANOVA? - April 30th 2011, 11:44 AMAlonso