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 $log(y) = b cdot x$.