[R] aic calculation
Spencer Graves
spencer.graves at pdf.com
Tue Mar 9 17:04:52 CET 2004
That quantity is called the "Akaike Information Criterion." It
dates back to original work of Akaike. For more recent discussions and
citations to earlier literature see, e.g.:
Brian Ripley (1996) Pattern Recognition and Neural Networks
(Cambridge U. Pr.)
Burnham and Anderson (2002) Model Selection and Multimodel
Inference (Springer).
The latter contains errors, as Prof. Ripley indicated in earlier
posts to this listserve. However, it seems for me to still be useful.
hope this helps. spencer graves
Stephen Dicey wrote:
>hello,
>could somebody refer me to the reason R uses
>
>-2*loglik + 2*(#param)+2
>
>to calculate AIC?
>thank you
>
>--
>Stoyan Iliev
>
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