mlhoward@avalon.net wrote: > >Hi, > >I'm working on Proc Logistic and have a question about the AIC statistic >versus the c statistic. > >I did take the SAS Categorical Data Analysis class, and was taught there to >look for the smallest AIC statistic, and the largest c statistic.

But you can't count on them to agree. Even if you focus on, say, two similar measures which address the same thing, say AIC and SBC (both of which look at information theoretic concepts), you cannot count on both of them giving you the same model.

>I'm now comparing two models: > >1. AIC= 983.21, c statistic= .74 >2. AIC= 940.17, c statistic= .757

Here, the models are so close that if you plotted these with your other model results that you might not be able to tell which was better from your graph.

>Model 2 has the same variables as model 1, with one additional variable, >whose type 3 effect is significant at .01. > >My question is, why don't I see a bigger jump in the c statistic (about a >2% rise) when the AIC statisitic is dropping substantially (about a 5% >drop)? > >Mary

I don't see a big change in either. I would personally say that either model would be an acceptable choice, given these results, so I would pick the one that makes more sense from a subject matter POV.

But first I would check things like missing values (to see if one statistic's effect is driven by changes in the number of records used), and diagnostic plots (to see if there are problems that I need to address before I consider showing either model to anyone). I'm Obsessive-Compulsive like that. :-)

HTH, David -- David L. Cassell mathematical statistician Design Pathways 3115 NW Norwood Pl. Corvallis OR 97330

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