[R] AIC() vs. mle.aic() vs. step()?

[Alexandra Thorn]

The packages is wle.

I'll put together some code that shows the behavior I'm talking about,
and send it to the list.

Alexandra

On Thu, 2011-06-23 at 13:51 +0200, Rubén Roa wrote: 
> I don't find the mle.aic function. Thus it does not ship with R and it's in some contributed package.
> What package is that?
> If you had asked for help providing minimal, self-contained, reproducible code, you'd have realized that you need to tell people what package you are using.
> 
> ___________________________________________________________________________________ 
> 
> Dr. Rubén Roa-Ureta
> AZTI - Tecnalia / Marine Research Unit
> Txatxarramendi Ugartea z/g
> 48395 Sukarrieta (Bizkaia)
> SPAIN
> 
>  
> 
> > -----Mensaje original-----
> > De: r-help-bounces at r-project.org 
> > [mailto:r-help-bounces at r-project.org] En nombre de Alexandra Thorn
> > Enviado el: miércoles, 22 de junio de 2011 22:38
> > Para: r-help at r-project.org
> > Asunto: [R] AIC() vs. mle.aic() vs. step()?
> > 
> > I know this a newbie question, but I've only just started 
> > using AIC for model comparison and after a bunch of different 
> > keyword searches I've failed to find a page laying out what 
> > the differences are between the AIC scores assigned by AIC() 
> > and mle.aic() using default settings.  
> > 
> > I started by using mle.aic() to find the best submodels, but 
> > then I wanted to also be able to make comparisons with a 
> > couple of submodels that were nowhere near the top, so I 
> > started calculating AIC values using AIC().  What I found was 
> > that not only the scores, but also the ranking of the models 
> > was different.  I'm not sure if this has to do with the fact 
> > that mle.aic() scores are based on the full model, or some 
> > sort of difference in penalties, or something else.
> > 
> > Could anybody enlighten me as to the differences between 
> > these functions, or how I can use the same scoring system to 
> > find the best models and also compare to far inferior models?
> > 
> > Failing that, could someone point me to an appropriate 
> > resource that might help me understand?
> > 
> > Thanks in advance,
> > Alexandra
> > 
> > ______________________________________________
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> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide 
> > http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
> >