AIC Akaike Information Criterion and BIC Bayesian Information Criterion in Logistic Regression

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Example output:
Model | N ll(null) ll(model) df AIC BIC
--------------------------------------------------------------
. | 3135 -1906.079 -1807.527 2 3619.054 3631.155

What Are AIC and BIC?
Both are information criteria used to compare models.
They answer:
Which model balances goodness-of-fit AND parsimony best?
They penalize complexity. AIC stands for:
Akaike Information Criterion
Named after: Hirotugu Akaike (1974)
BIC stands for:
Bayesian Information Criterion
Also called: Schwarz Criterion (Schwarz, 1978)
Quick Clinical Modeling Meaning
| Term | Full Name | Purpose |
| AIC | Akaike Information Criterion | Model selection for prediction |
| BIC | Bayesian Information Criterion | Model selection with stronger penalty for complexity |
In one sentence:
- AIC = goodness-of-fit + mild penalty
- BIC = goodness-of-fit + strong penalty
Lower value = better model (when comparing models on same data).
Mathematical Definition
Let:
- LL = log-likelihood
- k = number of parameters
- N = sample size
AIC
AIC=−2LL+2k
BIC
BIC=−2LL+kln(N)
Notice:
- AIC penalty = 2k
- BIC penalty = k ln(N)
With N = 3135:
ln(3135)≈8.05
So BIC penalizes ~4× stronger than AIC here.
What Do They Mean Clinically?
They are not hypothesis tests.
They are:
Relative model quality measures.
Lower value = better model.
You NEVER interpret AIC alone.You compare between models.
What Does Your Output Mean?
From your model:
ll(model) = -1807.527
df = 2
AIC = 3619.054
BIC = 3631.155
This is:
- Logistic model
- 2 parameters (intercept + Age)
Now imagine you compare:
| Model | AIC |
| Linear Age | 3619 |
| Quadratic Age | 3612 |
| MFP Age | 3608 |
Best model = lowest AIC
When Should You Use AIC vs BIC?
🔹 AIC
Use when:
- Goal = prediction
- Want best approximating model
- Clinical prediction model development
🔹 BIC
Use when:
- Goal = explanatory modeling
- Prefer simpler model
- Large sample size
- Theory-driven
Important Warning From Stata Manual
Your help file warns:
AIC/BIC not comparable if likelihoods are based on different events.
Example:
- stcox vs streg → not comparable
- Different datasets → not comparable
- Different outcome types → not comparable
But:
✅ Logistic vs logistic ✅ Linear vs quadratic logistic ✅ Logistic vs MFP logistic
→ perfectly valid comparison.
How You Should Use It in Your Age Modeling
Here is the proper workflow:
* Linear
logistic ED_LOS_ge4h c.Age
est store lin
* Quadratic
logistic ED_LOS_ge4h c.Age##c.Age
est store quad
* MFP
mfp: logistic ED_LOS_ge4h Age
est store mfp
* Compare all
estat ic
Or better:
estimates stats lin quad mfp
Then compare:
- AIC
- BIC
- Log-likelihood
Clinical Interpretation Example
Suppose:
| Model | AIC | BIC |
| Linear | 3619 | 3631 |
| Quadratic | 3613 | 3629 |
| MFP | 3610 | 3635 |
Interpretation:
- AIC prefers MFP
- BIC prefers Quadratic
- Quadratic more parsimonious
- MFP slightly better predictive fit
Decision depends on:
- Is this predictive model? → choose MFP
- Is this explanatory modeling? → choose quadratic
Key Concept: Why Not Use p-values Alone?
Because:
- Quadratic term may be non-significant
- But model still improves global fit
- p-value tests coefficient
- AIC evaluates whole model
This is why modeling uses AIC/BIC
Deep Insight (Very Important)
AIC does NOT tell you if model is correct.
It tells you:
Which model loses the least information relative to truth.
That is very different.
Summary
In Example ED LOS ≥ 4h model:
- Use LR test for nested comparison
- Use AIC/BIC for overall comparison
- Prefer AIC in prediction modeling
- Prefer BIC in explanatory modeling
- Always compare models fit on SAME dataset
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