AIC/BIC with different estimated models PreviousNext
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 Dorothea Müller posted on Friday, October 18, 2013 - 2:27 pm
Im comparing a mediator model (type= general) with a moderator model, which requires numerical integration (type=random; algorithm= integration). Am I right in assuming that the AIC/BIC of the two models are not comparable? And if yes, why and is there any literature about this topic?
 Bengt O. Muthen posted on Saturday, October 19, 2013 - 2:43 am
If you have the same DVs in the two runs the AIC/BIC values are comparable.
 Dorothea Müller posted on Monday, October 21, 2013 - 2:01 pm
Thanks for your quick response. My dependent variables are the same:
1. Mediator-Model:
Analysis: type=general
Model: X by X1.1. X1.2. X1.3. X1.4. X1.5
Y by Y1.1. Y1.2. Y1.3. Y1.4.
Y on Z C X
X on Z
X on C
Model indirect: Y ind Z; Y ind C;
2. Moderator-Model:
Analysis: type: random; algorithm= integration
X by X1.1. X1.2. X1.3. X1.4. X1.5
Y by Y1.1. Y1.2. Y1.3. Y1.4.

ZxX | Z xwith X;
CxX | C xwith X;
Y on X Z C ZxX CxX;

The mediator model has significant effects whereas the moderator model has no significant interaction-effects nevertheless BIC and AIC suggest the first model. Im aware that the information criterions have nothing to do with significance, even so I m still afraid that Im missing something regarding AIC/BIC.
 Bengt O. Muthen posted on Monday, October 21, 2013 - 11:01 pm
The model with interactions (moderation) has extra parameters and those are not significant. That means that BIC is worse for this model because the likelihood is not improved enough to compensate for the extra parameters. So the results make sense to me.
 Margarita  posted on Friday, March 27, 2015 - 12:52 pm
Dear Dr. Muthn,

I wanted to clarify something about the AIC. Can it be used to compare models with different parameters? Or do they need to have at least the same number of parameters to be comparable?

Thank you!
 Bengt O. Muthen posted on Friday, March 27, 2015 - 2:03 pm
Q1 Yes.

Q2. No. They need to have the same DVs.
 Margarita  posted on Friday, March 27, 2015 - 2:07 pm
Thank you very much!
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