ols.infocrit: Calculate Common Information Criteria

In desk: Didactic Econometrics Starter Kit

Calculate Common Information Criteria

Description

Calculates three common information criteria of models estimated by ols().

Usage

ols.infocrit(mod, which = "all", scaled = FALSE)

Arguments

mod	linear model object generated by ols().
which	string value specifying the type of criterion: "aic" (Akaike Information Criterion), "sic" (Schwarz Information Criterion), or "pc", (Prognostic Criterion), optional, if omitted then all criteria are returned ("all").
scaled	logical value which indicates whether criteria should be scaled by the number of observations T.

Value

A data frame of AIC, SIC, and PC values.

Examples

wage.est <- ols(wage ~ educ + age, data = data.wage)
ols.infocrit(wage.est) # Return all criteria unscaled
ols.infocrit(wage.est, scaled = TRUE) # Return all criteria scaled
ols.infocrit(wage.est, which = "pc") # Return Prognostic Criterion unscaled

desk documentation built on May 29, 2024, 6:05 a.m.