Alle 19:58, giovedì 1 luglio 2004, Daniele Medri ha scritto: > DeaRs, > > I have a doubt about: > BIC (Bayesian Information Criterion) > SBIC (Schwartz Bayesian Informarion Criterion) > SIC (Schwartz Information Criterion) > In many references these are know as the same (eg. stepAIC() function) but > I just found a SAS8.2 output that show either the BIC and SIC values for a > logistic regression.. simillary values but different. > > 1) question: What are the differences?
Kevin Kuan (University of Michigan) turn on the light! AIC = nlog(SSE/n) + 2k BIC = nlog(SSE/n) + 2(k+2)(n/s^2) - 2(ns^2/SSE)^2 SBIC = nlog(SSE/n) + klog(n) SIC = [(n-k-2)/2]log(SSE) + (k/2)log(n) + (1/2)log(det[X'X]) Dear Prof. Ripley (maintainer of stepAIC() function) is there a way to implement a generic function for these criterions or add these to stepAIC k value in a way to be "easy-daily-use"? Thank you. Bye -- Daniele Medri ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
