[R] Help documentation in extractAIC

From: Adler, Avraham <Avraham.Adler_at_guycarp.com>
Date: Tue, 10 May 2011 18:16:53 -0500


Hello.

The sentence in extractAIC's help <http://www.stat.psu.edu/~dhunter/R/html/stats/html/extractAIC.html> which discusses AIC's estimate of -2logL from RSS reads: "AIC only handles unknown scale and uses the formula n log (RSS/n) - n + n log 2pi - sum(log w) where w are the weights. Further AIC counts the scale estimation as a parameter in the edf and extractAIC does not." Am I misunderstanding something, or should it have a +n as the second term and not a -n? That's what seems to be happening in gaussian()$aic (not counting an extra addition of +2). It also could be that I've confused something somewhere, so I appreciate any elucidation.

Thank you,

Avraham Adler



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