With models estimated with lm, the number of parameters is obtained
adding 1 to the rank of the fitted model (to account for the residuals
variance). The number of parameters is found in logLik objects:
> # example from ?lm
> ctl <- c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14)
> trt <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
> group <- gl(2,10,20, labels=c("Ctl","Trt"))
> weight <- c(ctl, trt)
> lm.D9 <- lm(weight ~ group)
>
> # rank of the model
> lm.D9$rank
[1] 2
>
> # loglik
> logLik(lm.D9)
`log Lik.' -20.08824 (df=3)
>
> # number of parameters in the model
> attr(logLik(lm.D9), "df")
[1] 3
>
> # AIC
> AIC(lm.D9)
[1] 46.17648
>
> c(- 2 * logLik(lm.D9) + 2 * attr(logLik(lm.D9), "df"))
[1] 46.17648
>
> # AICc = AIC + 2 * k * (k + 1)/(n - k - 1)
>
> AICc_lm <- function(x){
+ n <- length(resid(x))
+ k <- attr(logLik(lm.D9), "df")
+ AIC(x) + 2 * k * (k + 1) / (n - k - 1)
+ }
>
> AICc_lm(lm.D9)
[1] 47.67648
Best regards,
Renaud
John Fox a écrit :
Dear Thomas,
To get the number of independent parameters in the lm object mod, you can
use mod$rank, sum(!is.na(coef(mod)), or -- if there are no linear
dependencies among the columns of the model matrix -- length(coef(mod)).
I hope this helps,
John
--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox
--------------------------------
-----Original Message-----
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of Thomas
W Volscho
Sent: Sunday, October 31, 2004 12:41 PM
To: [EMAIL PROTECTED]
Subject: [R] Obtaining fitted model information
Dear list,
I am brand new to R and using Dalgaard's (2002) book
Introductory Statistics with R (thus, some of my terminology
may be incorrect).
I am fitting regression models and I want to use Hurvich and
Tsai's AICC statistic to examine my regression models. This
penalty can be expressed as: 2*npar * (n/(n-npar-1)).
While you can obtain AIC, BIC, and logLik, I want to impose
the AICC penalty instead.
After fitting a model. Is there a way of obtaining the
"npar" and then assigning it to a variable?
Essentially, I want to then write a simple function to add
the AICC penalty to (-2*logLik).
Thank you in advance for any help,
Tom Volscho
************************************
Thomas W. Volscho
Graduate Student
Dept. of Sociology U-2068
University of Connecticut
Storrs, CT 06269
Phone: (860) 486-3882
http://vm.uconn.edu/~twv00001
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