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The LIFEREG Procedure

Fit Statistics

Suppose that the model contains parameters and that observations are used in model fitting. The fit criteria displayed by the LIFEREG procedure are calculated as follows:

  • 2 log likelihood:


    where L is the maximized likelihood for the model.

  • Akaike information criterion:

  • corrected Akaike information criterion:

  • Bayesian information criterion:


Refer to Akaike (1981, 1979) for details of AIC and BIC. Refer to Simonoff (2003) for a discussion of using AIC, AICC, and BIC in statistical modeling.

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