The SPP Procedure

Fit Statistics

The SPP procedure displays three fit statistics for model selection. For a model that has p parameters, uses n event observations, and produces a maximum log likelihood Log L, these criteria are calculated as in Table 105.7.

Table 105.7: Fit Statistics

Option

Description

–2 log likelihood

$ \mbox{2LL} = -2\mbox{ Log L} $

Akaike’s information criterion (AIC)

$\mbox{AIC} = -2\mbox{ Log L} + 2p$

Schwarz criterion or Bayesian information criterion (BIC)

$\mbox{BIC}=-2\mbox{ Log L}+p\log (n)$


The AIC and BIC statistics give two different ways of adjusting the –2 Log L statistic for the number of terms in the model and the number of observations used. These statistics can be used when different models for the same data are compared. Lower values of the statistics indicate a more desirable model.