Re: [Gretl-users] Akaike computation for gretl and R
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