[R] BIC vz SBIC vz SIC
Daniele Medri
madrid at linuxmeeting.net
Thu Jul 1 19:58:50 CEST 2004
DeaRs,
I have a doubt about:
BIC (Bayesian Information Criterion)
SBIC (Schwartz Bayesian Informarion Criterion)
SIC (Schwartz Information Criterion)
In many references these are know as the same (eg. stepAIC() function) but I
just found a SAS8.2 output that show either the BIC and SIC values for a
logistic regression.. simillary values but different.
1) question: What are the differences?
2) question: alwasy on BIC, from stepAIC() function help page I found a
"k=log(n)" argument to add. Since that produce an error, is there a way to
found the "n" dinamically? Why don't add a "k=AIC" or "k=BIC" or something
simillary?
Thanks in advance,
Bye
--
Daniele Medri
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