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

From: Jan Verbesselt <Jan.Verbesselt_at_biw.kuleuven.be>
Date: Fri 29 Apr 2005 - 21:53:23 EST


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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