← All posts

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

Clinical Epidemiology ResearchUniqcret doctor knowledgesMethodology and Research DesignDiagnosis [Methodology]Prognosis [Methodology]
AIC Akaike Information Criterion and BIC Bayesian Information Criterion in Logistic Regression
On this page

Example output:

Model |     N    ll(null)   ll(model)   df     AIC      BIC
--------------------------------------------------------------
.     |   3135   -1906.079   -1807.527   2   3619.054  3631.155
  1. 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

TermFull NamePurpose
AICAkaike Information CriterionModel selection for prediction
BICBayesian Information CriterionModel selection with stronger penalty for complexity

In one sentence:

Lower value = better model (when comparing models on same data).


  1. Mathematical Definition

Let:

AIC

AIC=−2LL+2k

BIC

BIC=−2LL+kln(N)

Notice:

With N = 3135:

ln(3135)≈8.05

So BIC penalizes ~4× stronger than AIC here.


  1. 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.


  1. What Does Your Output Mean?

From your model:

ll(model) = -1807.527
df = 2
AIC = 3619.054
BIC = 3631.155

This is:

Now imagine you compare:

ModelAIC
Linear Age3619
Quadratic Age3612
MFP Age3608

Best model = lowest AIC


  1. When Should You Use AIC vs BIC?

🔹 AIC

Use when:

🔹 BIC

Use when:


  1. Important Warning From Stata Manual

Your help file warns:

AIC/BIC not comparable if likelihoods are based on different events.

Example:

But:

✅ Logistic vs logistic ✅ Linear vs quadratic logistic ✅ Logistic vs MFP logistic

→ perfectly valid comparison.


  1. 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:


  1. Clinical Interpretation Example

Suppose:

ModelAICBIC
Linear36193631
Quadratic36133629
MFP36103635

Interpretation:

Decision depends on:


  1. Key Concept: Why Not Use p-values Alone?

Because:

This is why modeling uses AIC/BIC


  1. 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:

Comments

No comments yet. Be the first to share your thoughts.

Sign in to comment