AIC() vs. mle.aic() vs. step()?
The packages is wle. I'll put together some code that shows the behavior I'm talking about, and send it to the list. Alexandra
On Thu, 2011-06-23 at 13:51 +0200, Rub?n Roa wrote:
I don't find the mle.aic function. Thus it does not ship with R and it's in some contributed package. What package is that? If you had asked for help providing minimal, self-contained, reproducible code, you'd have realized that you need to tell people what package you are using.
___________________________________________________________________________________ Dr. Rub?n Roa-Ureta AZTI - Tecnalia / Marine Research Unit Txatxarramendi Ugartea z/g 48395 Sukarrieta (Bizkaia) SPAIN -----Mensaje original----- De: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] En nombre de Alexandra Thorn Enviado el: mi?rcoles, 22 de junio de 2011 22:38 Para: r-help at r-project.org Asunto: [R] 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 also be able to make comparisons with a couple of submodels that were nowhere near the top, so I started calculating AIC values using AIC(). What I found was that not only the scores, but also the ranking of the models was different. I'm not sure if this has to do with the fact that mle.aic() scores are based on the full model, or some sort of difference in penalties, or something else. Could anybody enlighten me as to the differences between these functions, or how I can use the same scoring system to find the best models and also compare to far inferior models? Failing that, could someone point me to an appropriate resource that might help me understand? Thanks in advance, Alexandra ______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.