BIC.femlm: Bayesian information criterion

BIC.femlmR Documentation

Bayesian information criterion

Description

This function computes the BIC (Bayesian information criterion) from a femlm estimation.

Usage

## S3 method for class 'femlm'
BIC(object, ...)

Arguments

object

An object of class femlm. Typically the result of a femlm estimation.

...

Optionally, more fitted objects.

Details

The BIC is computed as follows:

BIC = -2\times LogLikelihood + \log(nobs)\times nbParams

with k the penalty parameter.

You can have more information on this crtierion on AIC.

Value

It return a numeric vector, with length the same as the number of objects taken as arguments.

Author(s)

Laurent Berge

See Also

femlm, AIC.femlm, logLik.femlm.

Examples


# 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)


FENmlm documentation built on Aug. 22, 2023, 5:11 p.m.