[R] AIC function and Step function

Dana77 luckyinwind at yahoo.com
Fri Nov 28 03:11:37 CET 2008


I would like to figure out the equations for calculating "AIC" in both
 "step() function" and "AIC () function". They are different. Then I  
just type "step" in the R console, and found the "AIC" used in "step()  
function" is "extractAIC". I went to the R help, and found:

"The criterion used is

AIC = - 2*log L + k * edf,
where L is the likelihood and edf the equivalent degrees of freedom (i.e.,
the number of free parameters for usual parametric models) of fit.

For linear models with unknown scale (i.e., for lm and aov), -2log L is
computed from the deviance and uses a different additive constant to logLik
and hence AIC. If RSS denotes the (weighted) residual sum of squares then
extractAIC uses for - 2log L the formulae RSS/s - n (corresponding to
Mallows' Cp) in the case of known scale s and n log (RSS/n) for unknown
scale. AIC only handles unknown scale and uses the formula n log (RSS/n) - n
+ n log 2π - sum log w where w are the weights."


Now, my question is what code I should use to look at the exact calculation
process in the AIC()function and extractAIC() function in R? Thanks!

Dana
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