Displaying 20 results from an estimated 556 matches for "aic".

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2017 Oct 24

0

Issue of reproducibility with gam and lm.wfit in different versions of R

...nsistent results until I switched to R 3.3.2.
* Comparing results from environments 1, 2, and 3 shows that changing the version of the gam package did not change the results under R 3.3.0.
* Comparing results from environments 3 and 4 shows that changing the version of R altered the values of the AIC and the output of the step.gam call (changed to a NULL object)
* Comparing results from environments 4 and 5 shows that reverting to an older version of the gam package in R 3.3.2 still produced altered AIC values and the NULL output from step.gam call
Further investigations into these differenc...

2008 Nov 28

2

AIC function and Step function

I would like to figure out the equations for calculating "AIC" in both
"step() function" and "AIC () function". They are different. Then I
just type "step" in the R console, and found the "AIC" used in "step()
function" is "extractAIC". I went to the R help, and found:
"The criterion...

2011 Jun 22

1

AIC() vs. mle.aic() vs. step()?

I know this a newbie question, but I've only just started using AIC for
model comparison and after a bunch of different keyword searches I've
failed to find a page laying out what the differences are between the
AIC scores assigned by AIC() and mle.aic() using default settings.
I started by using mle.aic() to find the best submodels, but then I
wanted to als...

2010 Jan 26

1

AIC for comparing GLM(M) with (GAM(M)

...ike to compare different models using GLM, GLMM, GAM and
GAMM, basically do demonstrate the added value of GAMs/GAMMs relative
to GLMs/GLMMs, by fitting splines. GLMMs/GAMMs are used to possibly
improve fits from GLMs/GAMs by accounting for serial dependence.
My idea is to use AIC to compare the different models. I’ve noticed
that when setting up two seemingly identical models using the two
functions gam (of the package mgcv) and gamm4 (of the package with
same name), the AIC turns out to be different:
> gam.0<-gam(dv ~
s(hours24,fx=F,k=-1,bs=“cc“),method=&qu...

2017 Jun 08

1

stepAIC() that can use new extractAIC() function implementing AICc

I would like test AICc as a criteria for model selection for a glm using
stepAIC() from MASS package.
Based on various information available in WEB, stepAIC() use
extractAIC() to get the criteria used for model selection.
I have created a new extractAIC() function (and extractAIC.glm() and
extractAIC.lm() ones) tha...

2011 Jan 05

0

Nnet and AIC: selection of a parsimonious parameterisation

...code of chapter 8.
Cheers,
Ben
--------------------------------------------------------------------------------
Pseudo code
--------------------------------------------------------------------------------
Define RSS as:
RSS = (1-alpha)*RSS(identification set) + alpha* RSS(validation set)
and AIC as:
AIC = 2*np + N*log(RSS)
where np corresponds to the non-null parameters of the neural network
and N is the sample size (based on
http://en.wikipedia.org/wiki/Akaike_information_criterion).
Assuming a feed-forward neural network with a single hidden layer and
a maximum number o...

2008 Dec 19

4

Akaike weight in R

...gt; but is there any function to generate by R on the web-site or R library?
> I am using GLM or GLMM (family=binomial), so would be appreciated if you
> help me.
You could have a look at this.
http://bm2.genes.nig.ac.jp/RGM2/R_current/library/aod/man/summary.aic.html
Which is in the OAD package
Graham

2004 Dec 04

1

AIC, AICc, and K

How can I extract K (number of parameters) from an AIC calculation, both to
report K itself and to calculate AICc? I'm aware of the conversion from AIC ->
AICc, where AICc = AIC + 2K(K+1)/(n-K-1), but not sure of how K is calculated
or how to extract that value from either an AIC or logLik calculation.
This is probably more of a basic stat...

2006 Nov 30

2

AIC for heckit

Hi,
I have used the heckit function in micEcon. Now I
would like to evaluate the fit of the probit part of
the model but when I enter
AIC(sk$probit)
I get this error
Error in logLik(object) : no applicable method for
"logLik"
How can I then get the AIC for this model?
Side question: If you know - from the top of your
head - some link to readings dealing with evaluating
the appropriateness of the model and the fit with h...

2009 Jul 03

2

bigglm() results different from glm()

Hi Sir,
Thanks for making package available to us. I am facing few problems if
you can give some hints:
Problem-1:
The model summary and residual deviance matched (in the mail below) but
I didn't understand why AIC is still different.
> AIC(m1)
[1] 532965
> AIC(m1big_longer)
[1] 101442.9
Problem-2:
chunksize argument is there in bigglm but not in biglm, consequently,
udate.biglm is there, but not update.bigglm
Is my observation correct? If yes, why is this difference?
Regards
Utkarsh
/
...

2004 Jul 16

1

Does AIC() applied to a nls() object use the correct number of estimated parameters?

I'm wondering whether AIC scores extracted from nls() objects using
AIC() are based on the correct number of estimated parameters.
Using the example under nls() documentation:
> data( DNase )
> DNase1 <- DNase[ DNase$Run == 1, ]
> ## using a selfStart model
> fm1DNase1 <- nls( density ~ SSlogis( log(co...

2008 Nov 04

1

AIC in time series

Hi everybody,
I have fitted an ar(1),Garch(1,1) model to some observations with the
help of the garchFit function which is in the fGarch package. Here
what I've done:
library("fGarch")
fit = garchFit(formula=~ar(1)+~garch(1,1), data=garat)
Now I want to count AIC for this model. How can I do it? I cannot do
it with the AIC function of stats package, because R tells me:
"Error in UseMethod("logLik") : no applicable method for "logLik"
Best regards,
Vasileios Ismyrlis

2008 Mar 11

1

Problem comparing Akaike's AIC - nlme package

Hello,
I am comparing models made with nlme functions and non-nlme functions, based
on Akaike's AIC. The AIC values I get for exactly the same model formulation
--for example a linear model with no random effects fit with gls and lm,
respectively-- do not fit, although the values of the four model parameters
are exactly the same. For example:
m1 <- gls(height ~ age, data = Loblolly)
m2 <-...

2013 May 21

1

Calculating AIC for the whole model in VAR

Hello!
I am using package "VAR".
I've fitted my model:
mymodel<-VAR(mydata,myp,type="const")
I can extract the Log Liklihood for THE WHOLE MODEL:
logLik(mymodel)
How could I calculate (other than manually) the corresponding Akaike
Information Criterion (AIC)?
I tried AIC - but it does not take mymodel:
AIC(mymodel)
# numeric(0)
Thank you!
--
Dimitri Liakhovitski
[[alternative HTML version deleted]]

2012 Sep 18

1

Lowest AIC after stepAIC can be lowered by manual reduction of variables

Hello
I am not really a statistic person, so it's possible i did something completely wrong... if this is the case: sorry...
I try to get the best GLM model (with the lowest AIC) for my dataset.
Therefore I run a stepAIC (in the "MASS" package) for my GLM allowing only two-variable-interactions.
For the output (summary) I got a model with 7 (of 8) variabels and 5 interactions and AIC=40.008
BUT: When I take this model and reduce stepwise further variables manuall...

2004 Jul 16

0

Does AIC() applied to a nls() object use the correctnumber of estimated parameters?

Thanks Adaikalavan, however the problem remains.
Considering AIC() as applied to the linear model in AIC() help
documentation:
> data(swiss)
> lm1 <- lm(Fertility ~ . , data = swiss)
> AIC(lm1)
[1] 326.0716
Clearly this includes the estimation of the residual standard error as
an estimated parameter, as this gives the correct score:
> -2*logLi...

2004 Mar 29

1

StepAIC

Dear list,
here is an example of stepAIC that I do not understand.
The data is n=42, Lage is the only factor and there are four other
variables treated as continuous.
First you see the stepAIC-forward solution (fs7). The strange thing here
is that apparently not all interactions are tried for inclusion, but only
WQ:Lage. In particular,...

2012 Sep 11

1

using alternative models in glmulti

All,
I am working on a multiple-regression meta-analysis and have too many
alternative models to fit by hand. I am using the "metafor" package in
R, which generates AIC scores among other metrics. I'm using a simple
formula to define these models. For example,
rma(Effect_size,variance, mods=~Myco_type + N.type +total,
method="ML")->mod where Effect_size is the mean response for each
experiment, variance is the SE around the mean, mods are th...

2005 Oct 24

2

GAM and AIC: How can I do??? please

Hello, I'm a Korean researcher who have been started to learn the "R"
package.
I want to make gam model and AIC value of the model to compare several
models.
I did the GAM model, but there were error for AIC.
SO, how can I do? pleas help me!!!
I did like below;
> a.fit <- gam(pi~ s(t1r), family = gaussian(link="log"))
> summary(a.fit)
Family: gaussian
Link...

2006 Jul 12

2

AICc vs AIC for model selection

Hi,
I am using 'best.arima' function from forecast package to obtain point forecast for a time series data set. The documentation says it utilizes AIC value to select best ARIMA model. But in my case the sample size very small - 26 observations (demand data). Is it the right to use AIC value for model selection in this case. Should I use AICc instead of AIC. If so how can I modify best.arima function to change the selection creteria? Any pointers...