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reg3
2008 Aug 13
2
which alternative tests instead of AIC/BIC for choosing models
Dear R Users,
I am looking for an alternative to AIC or BIC to choose model parameters.
This is somewhat of a general statistics question, but I ask it in this
forum as I am looking for a R solution.
Suppose I have one dependent variable, y, and two independent variables,
x1 an x2.
I can perform three regressions:
reg1: y~x1
reg2: y~x2
reg3: y~x1+x2
The AIC of reg1 is 2000, reg2 is