Talha Yalta schrieb: > Why is it that gretl and R return different values for the Akaike and > Schwarz criteria? If it is because of the parameter k setable in R, I > think it would be useful to include in the function reference some > info about gretl's computaiton method. It currently states "Returns > the Akaike Information Criterion for the last estimated model, if > available." This is similar for $bic and $lnl also. > Cheers > Talha > >
Apparently from R's documentation: "The log-likelihood and hence the AIC is only defined up to an additive constant." hth, sven
