I would like to figure out the equations for calculating "AIC" in both "step() function" and "AIC () function". They are different. Then I just type "step" in the R console, and found the "AIC" used in "step() function" is "extractAIC". I went to the R help, and found:
"The criterion used is AIC = - 2*log L + k * edf, where L is the likelihood and edf the equivalent degrees of freedom (i.e., the number of free parameters for usual parametric models) of fit. For linear models with unknown scale (i.e., for lm and aov), -2log L is computed from the deviance and uses a different additive constant to logLik and hence AIC. If RSS denotes the (weighted) residual sum of squares then extractAIC uses for - 2log L the formulae RSS/s - n (corresponding to Mallows' Cp) in the case of known scale s and n log (RSS/n) for unknown scale. AIC only handles unknown scale and uses the formula n log (RSS/n) - n + n log 2π - sum log w where w are the weights." Now, my question is what code I should use to look at the exact calculation process in the AIC()function and extractAIC() function in R? Thanks! Dana -- View this message in context: http://www.nabble.com/AIC-function-and-Step-function-tp20728043p20728043.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@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.
