[R] akaike's information criterion
Thomas Dick
dick at b6ori1.bauv.unibw-muenchen.de
Thu Sep 13 18:52:48 CEST 2001
Hello all,
i hope you don't mind my off topic question. i want to use the Akaike criterion
for variable selection in a regression model. Does anyone know some basic
literature about that topic?
Especially I'm interested in answers to the following questions:
1. Has (and if so how has) the criterion to be modified, if i estimate the
transformations of the variables too?
2. How is the usage of the criterion if i use dummy variables (for categorical
data) in the model?
3. does the criterion have only one minimum, or may i assume several local
minima?
Thank you in advance
Thomas
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
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