[R] AIC formula
hodgess at uhddx01.dt.uh.edu
Fri Jun 29 01:38:47 CEST 2001
Dear R People:
In the step function(Stepwise regression), the model
uses the AIC value as its reduction criterion.
Is this the formula for AIC, please:
AIC = n ln(sigma^2) + 2*parms,
where sigma^2 is the estimate for MSE?
That's what I thought the formula was, but when plugging in
the actual values, I'm getting a different answer for AIC.
Where did I go wrong, please?
Thanks yet again!
Erin M. Hodgess, Ph.D.
Department of Computer and Mathematical Sciences
University of Houston - Downtown
One Main Street
Houston, TX 77002
e-mail: hodgess at uhddx01.dt.uh.edu
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