[R-sig-Geo] AIC/R^2 in splm
bakht013 at umn.edu
Mon Feb 15 03:58:42 CET 2016
Dear list members,
I am estimating a spatial lag model with time-period fixed effects using
package splm. I would like to obtain some goodness-of-fit measures for my
models but I cannot figure out how to do it. The traditional AIC extraction
function doesn't work for a an object of class "splm".
The only thing I can extract is the log likelihood, using which in theory I
can calculate AIC, but even in that case I am not sure about the degrees of
freedom to use in the calculation (do I count time dummies, lag and
intercept as parameters?). I tried df.residual(model) but I got NULL.
Is there another way to obtain AIC and/or R^2? I am sure people encountered
this problem before, so if you have any advice on how to obtain model
statistics, I would greatly appreciate it.
Department of Geography, Environment and Society
University of Minnesota, Twin Cities
Minnesota Population Center
414 Social Sciences, 267 19th Ave S, Minneapolis, MN 55455
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