[R] derive an AIC value of an lrm model similar to the AIC of a glm model?

Jan Verbesselt Jan.Verbesselt at biw.kuleuven.be
Fri Apr 29 13:53:23 CEST 2005


Dear all,

How can an AIC value of an fitted 'lrm' model be derived, similar to the AIC
that is derived from a fitted 'glm' model?
e.g. 
? extractAIC(lrm.fit)
? AIC(lrm.fit)

e.g. lrm.fit <- lrm(y~rcs(x,5)) 

We used glm(y~rcs(x,5)), to derive the AIC but it seems that for some
theoretical reasons the rcs, restricted cubic spline fun. can not be fitted
by a glm function.

With pentrace(), depending on the penalty, AIC values are derived but which
penalty setting should we use?

Thanks in advance,
Regards,
Jan

_______________________________________________________________________
ir. Jan Verbesselt 
Research Associate 
Lab of Geomatics Engineering K.U. Leuven
Vital Decosterstraat 102. B-3000 Leuven Belgium 
Tel: +32-16-329750   Fax: +32-16-329760
http://gloveg.kuleuven.ac.be/




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