[R] aic calculation

Spencer Graves spencer.graves at pdf.com
Tue Mar 9 17:04:52 CET 2004


      That quantity is called the "Akaike Information Criterion."  It 
dates back to original work of Akaike.  For more recent discussions and 
citations to earlier literature see, e.g.: 

      Brian Ripley (1996) Pattern Recognition and Neural Networks 
(Cambridge U. Pr.)

      Burnham and Anderson (2002) Model Selection and Multimodel 
Inference (Springer). 

      The latter contains errors, as Prof. Ripley indicated in earlier 
posts to this listserve.  However, it seems for me to still be useful. 

      hope this helps.  spencer graves

Stephen Dicey wrote:

>hello,
>could somebody refer me to the reason R uses
>
>-2*loglik + 2*(#param)+2
>
>to calculate AIC?
>thank you
>
>--
>Stoyan Iliev
>
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