Displaying 3 results from an estimated 3 matches for "sbic".
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bic
2004 Jul 01
3
BIC vz SBIC vz SIC
DeaRs,
I have a doubt about:
BIC (Bayesian Information Criterion)
SBIC (Schwartz Bayesian Informarion Criterion)
SIC (Schwartz Information Criterion)
In many references these are know as the same (eg. stepAIC() function) but I
just found a SAS8.2 output that show either the BIC and SIC values for a
logistic regression.. simillary values but different.
1) question:...
2004 Jul 26
5
covariate selection in cox model (counting process)
...ly (i.e.
when the events are recent) yielding up to 11 intervals a year]
(2) What penalized term to used?
It seems natural to include the number of covariates, k.
What about the number of observations?
I found several definitions:
AIC= -2 loglik(b) + 2.k
Schwartz Bayesian information criteria:
SBIC= -2 loglik(b) + k ln(n)
Frédérique Letué (author of PhD thesis "COX MODEL: ESTIMATION VIA MODEL
SELECTION AND BIVARIATE SHOCK MODEL",
http://www-lmc.imag.fr/lmc-sms/Frederique.Letue/These3.ps)
suggested me
AIC= - loglik(b) + 2.k/n
BIC= - loglik(b) + 2.ln(n).k/n, with other possible va...
2004 Jul 04
2
smooth non cumulative baseline hazard in Cox model
Hi everyone.
There's been several threads on baseline hazard in Cox model but I think
they were all on cumulative baseline hazard,
for instance
http://tolstoy.newcastle.edu.au/R/help/01a/0464.html
http://tolstoy.newcastle.edu.au/R/help/01a/0436.html
"basehaz" in package survival seems to do a cumulative hazard.
extract from the basehaz function:
sfit <- survfit(fit)
H