Can I compare AIC values of a linear function with a non-linear function? Because I get totally different results. One is 4000 other the 6000000. Estimation is done on the same data setvariables.
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Best Answer
Looks like one of them doesn't really fit the data.
As long as you did not transform the response variable — for example, replacing $y$ by $log(y)$ — you can use very different models, for example you can compare $y = b cdot x$ with $y = e^{b cdot x}$ or $y = acdot x^b$.
However, you are not allowed to use AIC for comparing $y = bcdot x$ with $log(y) = b cdot x$.