BookmarkSubscribeRSS Feed
SAS_User
Calcite | Level 5
My model converges and there are no other errors. However, the AIC & BIC are around 1700. The covariance parameter estimates are 99559, 160 and 28567 for the 3 random components. I have one fixed effect that is not significant. Very large AIC always bothers me, but I have not seen such large variance estimates before. Can someone throw light on this, please?
4 REPLIES 4
reneeharper
SAS Employee
SAS_User: I moved this post to the Statistical Procedures forum where there may be more folks to help with this question.
statsplank
Calcite | Level 5
Hi SAS_User,

Recall that AIC and BIC from a single model do not mean much. If there are at least two models then say a difference AIC(model1)-AIC(model2) can be useful in model selection.
SAS_User
Calcite | Level 5
Thanks for your thoughts on the AIC-that does make sense.
Do you have any words of wisdom for the variance estimates? i have started to convince myself that the variance estimates are in the order of 100,000 because my response variable is in the order of 3000. Would you say that is a reasonable way to look at this?
Thanks
plf515
Lapis Lazuli | Level 10
Variance estimates are scale dependent.

You don't say what your topic is, or what your variables are, but suppose you are (say) looking at the effect of salary on life expectancy. Measure salary in dollars per year, variance will be huge. Measure it in tens of thousands of dollars per year, variance will be small.

Does this apply in your case?

sas-innovate-2024.png

Don't miss out on SAS Innovate - Register now for the FREE Livestream!

Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.

 

Register now!

What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 4 replies
  • 1567 views
  • 0 likes
  • 4 in conversation