Re: [Gretl-users] AIC with correction for small samples and for bias

@Allin Cottrell<mailto:cottrell@wfu.edu> What's your take on this, Allin? ________________________________ De: gretl-users-bounces(a)lists.wfu.edu <gretl-users-bounces(a)lists.wfu.edu&gt; en nombre de Sven Schreiber <svetosch(a)gmx.net&gt; Enviado: jueves, 24 de mayo de 2018 05:02 a. m. Para: gretl-users(a)lists.wfu.edu Asunto: Re: [Gretl-users] AIC with correction for small samples and for bias Am 24.05.2018 um 10:19 schrieb Artur T.: Am 23.05.2018 um 18:52 schrieb Olivier Montes Ferrer: #Akaike information criterion corrected for bias AICbias=-2*$lnl + (2*($ncoeff)*$T/($T-$ncoeff-1)) #AIC for small samples AICc=$aic+(2*($ncoeff)*($ncoeff+1)/($T-$ncoeff-1)) of course these alternative information criteria could easily be added to Allin's user-contributed "criteria" package. As such they would not be accessible through the standard $aic accessor but via the package instead. @Oliver: You could ask Allin for a collaboration and add these criteria. Excellent idea! I had forgotten about the criteria package. thanks, sven