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bic
2008 Dec 19
0
What BIC is calculated by 'regsubsets'?
...ity)
tmp3.s <- summary(tmp3)
# 'mod1' is the second model in 'tmp3'; what is the formula for this BIC?
cat("\nThe corresponding model from 'regsubsets':\n")
print(tmp3.s$which[2,])
tmp4 <- tmp3.s$bic[2] # -82.52875
cat(paste("\nBIC =",signif(tmp4,5),"\n"))
# Incidentally, the 'rsq' and 'rss' components of tmp3.s do not agree
# with the values in the 'mod1' lm output object.
# Just for kicks, try the formula for Schwarz's BIC from Ramsey & Schafer,
# Statistical Sleuth: nobs*lo...