search for: w_ic

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2005 Oct 29
2
LaTex error when creating DVI version when compiling package
...K the number of estimated parameters; N2K, number of observations/K; AIC, the Akaike index criterion; deltAIC, the difference between AIC and the lowest AIC value; w_i, the Akaike weights; AICc, the second order Akaike criterion; deltAICc, the difference between AICc and the lowest AICc value; w_ic, the AICc weights } \item{models}{the list of models} } \references{ Anderson, D.R., Link, W.A., Johnson, D.H. and Burnham, K.P. (2001). Suggestions for presenting the results of data analyses. Journal of Wildlife Management, 65, 373-378; Burnham, K.P. and Anderson, D.R. (2002) Model Selec...
2008 Feb 26
2
AIC and anova, lme
...dt9<-lme(mediane~log(0.0001+transat), random=~1|site, na.action=na.omit, data=bdd2) Using the Akaike Criterion and selMod of the package pgirmess gives the following output: > selMod(list(lmmedt1,lmmedt9)) model LL K N2K AIC deltAIC w_i AICc deltAICc w_ic 2 log(1e-04 + transat) 44.63758 4 7.5 -81.27516 0.000000 0.65 -79.67516 0.000000 0.57 1 1 43.02205 3 10.0 -80.04410 1.231069 0.35 -79.12102 0.554146 0.43 The usual conclusion would be that the two models are equivalent and to keep the null model for parsimony (!). However,...
2011 Aug 02
1
Writing multiple regression in one function
Hello all, I am newbie to R and have not been able to find too much stuff on a version of VAR(p) I am working on. Would someone be able to tell me if there is a more elegant way of writing A function for the following? Many thanks in advance. Darius I am regressing returns of 8 asset classes on lagged values of 4 state variables and so I have 8 equations like the following: cash_lag1= dynlm