Dear Prof. Ripley, Thanks for your response! I used the REML method. If I estimate the gls models using ML estimation, the AIC values are equal.
Many thanks, Geertje On Tue, 27 Nov 2007, Geertje Van der Heijden wrote: > I have fitted a model using a glm() approach and using a gls() > approach (but without correcting for spatially autocorrelated errors). > I have noticed that although these models are the same (as they should > be), the AIC value differs between glm() and gls(). Can anyone tell me > why they differ? First, what estimation method are you using in gls()? It happily quotes 'AIC' for REML fits (the default), for which it is not defined in the strict sense (and can be misleading). Beyond that, AIC is only defined up to an additive constant, as log-likelihoods are. You should find differences in AIC for nested models are the same however you compute them by maximum likelihood. > Thanks, > Geertje > > ~~~~ > Geertje van der Heijden > PhD student > Tropical Ecology > School of Geography > University of Leeds > Leeds LS2 9JT > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. PLEASE stop sending HTML to this list, as the posting guide asks. -- Brian D. Ripley, [EMAIL PROTECTED] Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
