[Gretl-users] AIC or AICc
well, the Help for OLS says "the formula for AIC is from Akaike (1974),
that is minus twice the maximised log-likelihood plus twice the number
of estimated parameters".
... it was easy, wasn't it?
bye,
Stefano
Today's Topics:
1. Question regarding Akaike informatin criteria (AIC)
(G?staf Steingr?msson)
Hi
The Akaike number in the window:
[cid:image001.png@01D10676.8B9CED40]
Is it AIC or AICc (AIC with a correction when n (sample size) is not many times larger
than k^2 (where k is the number og parameters))
Best regards
Gustaf
_________________________________________________________________________
Stefano Fachin
Professore Ordinario di Statistica Economica
Dip. di Scienze Statistiche
Università di Roma "La Sapienza"
P.le A. Moro 5 - 00185 Roma - Italia
Tel. +39-06-49910834
fax +39-06-49910072
web http://stefanofachin.site.uniroma1.it/