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

Greetings, everyone While working in gretl I noticed that there's no adjustment for the Akaike Information Criterion for small samples nor corrected for bias (I think this one is not that important). Although it´s fairly easy to do it, couldn't help but wonder if it would be possible to create the function for both and maybe include the AIC for small samples in the Model information alongside the other Information Criteria. Here's a little script for both adjustments of the AIC (after esmimating a model): #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))