Am 23.05.2018 um 18:52 schrieb Olivier Montes Ferrer:

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))

Hi, I guess the argument against showing it is that there's not enough space for everything. In principle having this additional measure would be nice. I don't think replacing the original AIC would be a good idea, though, because it's a standard thing and so it would be confusing.