[R] AIC formula

Erin Hodgess hodgess at uhddx01.dt.uh.edu
Fri Jun 29 01:38:47 CEST 2001


Dear R People:

In the step function(Stepwise regression), the model
uses the AIC value as its reduction criterion.

Is this the formula for AIC, please:

AIC = n ln(sigma^2) + 2*parms,
where sigma^2 is the estimate for MSE?

That's what I thought the formula was, but when plugging in
the actual values, I'm getting a different answer for AIC.

Where did I go wrong, please?

Thanks yet again!

Sincerely,
Erin M. Hodgess, Ph.D.
Associate Professor
Department of Computer and Mathematical Sciences
University of Houston - Downtown
One Main Street 
Houston, TX 77002
e-mail: hodgess at uhddx01.dt.uh.edu


-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._



More information about the R-help mailing list