[R] BIC vz SBIC vz SIC

[Daniele Medri]

Alle 19:58, giovedì 1 luglio 2004, Daniele Medri ha scritto:
> 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?

Kevin Kuan (University of Michigan)  turn on the light!

AIC = nlog(SSE/n) + 2k

BIC = nlog(SSE/n) + 2(k+2)(n/s^2) - 2(ns^2/SSE)^2

SBIC = nlog(SSE/n) + klog(n)

SIC = [(n-k-2)/2]log(SSE) + (k/2)log(n) + (1/2)log(det[X'X])

Dear Prof. Ripley (maintainer of stepAIC() function) is there a way to 
implement a generic function for these criterions or add these to stepAIC k 
value in a way to be "easy-daily-use"? Thank you.

Bye

-- 
Daniele Medri