Re: [R] automatic model selection based on BIC in MLE

On Thu, 2009-05-21 at 20:47 -0700, Michael wrote: > Hi all, > > Could anybody point me to an automatic model selection based on BIC > for my MLE fitting problem, in R? ?stepAIC > > I would imagine I just have to supply the MLE LLF function, and the > dimension of the problem and the number of o

[R] automatic model selection based on BIC in MLE

Hi all, Could anybody point me to an automatic model selection based on BIC for my MLE fitting problem, in R? I would imagine I just have to supply the MLE LLF function, and the dimension of the problem and the number of observations should be embedded in the definition of the LLF itself. And th