Re: [R] BIC vz SBIC vz SIC

From: Daniele Medri <madrid_at_linuxmeeting.net>
Date: Fri 02 Jul 2004 - 04:31:53 EST

Alle 19:58, giovedý 1 luglio 2004, Daniele Medri ha scritto:
> DeaRs,
>
> I have a doubt about:
> BIC (Bayesian Information Criterion)
> SBIC (Schwartz Bayesian Informarion Criterion)
> SIC (Schwartz Information Criterion)
> In many references these are know as the same (eg. stepAIC() function) but
> I just found a SAS8.2 output that show either the BIC and SIC values for a
> logistic regression.. simillary values but different.
>
> 1) question: What are the differences?

Kevin Kuan (University of Michigan) áturn on the light!

AIC = nlog(SSE/n) + 2k

BIC = nlog(SSE/n) + 2(k+2)(n/s^2) - 2(ns^2/SSE)^2

SBIC = nlog(SSE/n) + klog(n)

SIC = [(n-k-2)/2]log(SSE) + (k/2)log(n) + (1/2)log(det[X'X])

Dear Prof. Ripley (maintainer of stepAIC() function) is there a way to implement a generic function for these criterions or add these to stepAIC k value in a way to be "easy-daily-use"? Thank you.

Bye

-- 
Daniele Medri

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Received on Fri Jul 02 04:35:59 2004

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