R help - Oct 2004 - Obtaining fitted model information

Dear list,
I am brand new to R  and using Dalgaard's (2002) book Introductory
Statistics with R (thus, some of my terminology may be incorrect).

I am fitting regression models and I want to use Hurvich and Tsai's AICC
statistic to examine my regression models.  This penalty can be expressed as:
2*npar * (n/(n-npar-1)).

While you can obtain AIC, BIC, and logLik, I want to impose the AICC penalty
instead.

After fitting a model.  Is there a way of obtaining the "npar" and
then assigning it to a variable?

Essentially, I want to then write a simple function to add the AICC penalty to
(-2*logLik).

Thank you in advance for any help,
Tom Volscho

************************************        
Thomas W. Volscho
Graduate Student
Dept. of Sociology U-2068
University of Connecticut
Storrs, CT 06269
Phone: (860) 486-3882
http://vm.uconn.edu/~twv00001

Dear Thomas,

To get the number of independent parameters in the lm object mod, you can
use mod$rank, sum(!is.na(coef(mod)), or -- if there are no linear
dependencies among the columns of the model matrix -- length(coef(mod)).

I hope this helps,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
-------------------------------- 
> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Thomas 
> W Volscho
> Sent: Sunday, October 31, 2004 12:41 PM
> To: r-help at stat.math.ethz.ch
> Subject: [R] Obtaining fitted model information
> 
> Dear list,
> I am brand new to R  and using Dalgaard's (2002) book 
> Introductory Statistics with R (thus, some of my terminology 
> may be incorrect).
> 
> I am fitting regression models and I want to use Hurvich and 
> Tsai's AICC statistic to examine my regression models.  This 
> penalty can be expressed as: 2*npar * (n/(n-npar-1)).
> 
> While you can obtain AIC, BIC, and logLik, I want to impose 
> the AICC penalty instead.
> 
> After fitting a model.  Is there a way of obtaining the 
> "npar" and then assigning it to a variable?
> 
> Essentially, I want to then write a simple function to add 
> the AICC penalty to (-2*logLik).
> 
> Thank you in advance for any help,
> Tom Volscho
> 
> ************************************        
> Thomas W. Volscho
> Graduate Student
> Dept. of Sociology U-2068
> University of Connecticut
> Storrs, CT 06269
> Phone: (860) 486-3882
> http://vm.uconn.edu/~twv00001
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html

Excuse me for the unfortunate cut and paste:

AICc_lm <- function(x){
   n <- length(resid(x))
   k <- attr(logLik(x), "df")    #### error in the previous message
   AIC(x) + 2 * k * (k + 1) / (n - k - 1)
   }

Best,

Renaud

John Fox a ??crit :
> Dear Thomas,
> 
> To get the number of independent parameters in the lm object mod, you can
> use mod$rank, sum(!is.na(coef(mod)), or -- if there are no linear
> dependencies among the columns of the model matrix -- length(coef(mod)).
> 
> I hope this helps,
>  John
[snip]
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