Does anyone know if there is a method (a macro) to calculate AIC or BIC for a model in Cox regression using SPSS?
Solved – AIC or BIC for model selection in Cox regression (SPSS)
aiccox-modelspss
aiccox-modelspss
Does anyone know if there is a method (a macro) to calculate AIC or BIC for a model in Cox regression using SPSS?
Best Answer
I'm no SPSS expert, but you can calculate these yourself if you can retrieve the log-likelihood, which any respectable statistical program using maximum likelihood estimation should do:
$AIC=2k-2loglik$
$BIC=-2loglik+k(ln(n)-ln(2\pi))$
Where k is the degrees of freedom, and n is the sample size.