De: gretl-users-bounces@lists.wfu.edu <gretl-users-bounces@lists.wfu.edu> en nombre de Sven Schreiber <svetosch@gmx.net>
Enviado: jueves, 24 de mayo de 2018 05:02 a. m.
Para: gretl-users@lists.wfu.edu
Asunto: Re: [Gretl-users] AIC with correction for small samples and for bias

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