AIC.femlm | R Documentation |
This function computes the AIC (Aikake's, an information criterion) from a femlm
estimation.
## S3 method for class 'femlm'
AIC(object, ..., k = 2)
object |
An object of class |
... |
Optionally, more fitted objects. |
k |
A numeric, the penalty per parameter to be used; the default k = 2 is the classical AIC (i.e. |
The AIC is computed as:
AIC = -2\times LogLikelihood + k\times nbParams
with k the penalty parameter.
You can have more information on this crtierion on AIC
.
It return a numeric vector, with length the same as the number of objects taken as arguments.
Laurent Berge
femlm
, AIC.femlm
, logLik.femlm
, nobs.femlm
.
# two fitted models with different expl. variables:
res1 = femlm(Sepal.Length ~ Sepal.Width + Petal.Length +
Petal.Width | Species, iris)
res2 = femlm(Sepal.Length ~ Petal.Width | Species, iris)
AIC(res1, res2)
BIC(res1, res2)
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