search for: aic

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

Did you mean: ac
2017 Oct 24
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
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
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
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
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
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 Assuming a feed-forward neural network with a single hidden layer and a maximum number o...
2008 Dec 19
Akaike weight in R; 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. Which is in the OAD package Graham
2004 Dec 04
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
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$probit) I get this error Error in logLik(object) : no applicable method for "logLik" How can I then get the AIC for this model? Side question: If you know - from the top of your head - some link to readings dealing with evaluating the appropriateness of the model and the fit with h...
2009 Jul 03
bigglm() results different from glm()
Hi Sir, Thanks for making package available to us. I am facing few problems if you can give some hints: Problem-1: The model summary and residual deviance matched (in the mail below) but I didn't understand why AIC is still different. > AIC(m1) [1] 532965 > AIC(m1big_longer) [1] 101442.9 Problem-2: chunksize argument is there in bigglm but not in biglm, consequently, udate.biglm is there, but not update.bigglm Is my observation correct? If yes, why is this difference? Regards Utkarsh / ...
2004 Jul 16
Does AIC() applied to a nls() object use the correct number of estimated parameters?
I'm wondering whether AIC scores extracted from nls() objects using AIC() are based on the correct number of estimated parameters. Using the example under nls() documentation: > data( DNase ) > DNase1 <- DNase[ DNase$Run == 1, ] > ## using a selfStart model > fm1DNase1 <- nls( density ~ SSlogis( log(co...
2008 Nov 04
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
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
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
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
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
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
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
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; > <- gam(pi~ s(t1r), family = gaussian(link="log")) > summary( Family: gaussian Link...
2006 Jul 12
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...