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Math Help - Calculating Bayes Information Criterion

  1. #1
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    Calculating 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?
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  2. #2
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    Your software should report the likelihood for a linear regression. If it does not, try to run the regression in R or Stata. The estimation command usually reports the likelihood. Try to run in R, It has a special command to compute BIC.




    Quote Originally Posted by DannyOcean View Post
    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?
    Follow Math Help Forum on Facebook and Google+

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