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FENmlm (version 2.4.4)

BIC.femlm: Bayesian information criterion

Description

This function computes the BIC (Bayesian information criterion) from a femlm estimation.

Usage

# S3 method for femlm
BIC(object, ...)

Value

It return a numeric vector, with length the same as the number of objects taken as arguments.

Arguments

object

An object of class femlm. Typically the result of a femlm estimation.

...

Optionally, more fitted objects.

Author

Laurent Berge

Details

The BIC is computed as follows: $$BIC = -2\times LogLikelihood + \log(nobs)\times nbParams$$ with k the penalty parameter.

You can have more information on this crtierion on AIC.

See Also

femlm, AIC.femlm, logLik.femlm.

Examples

Run this code

# two fitted models with different expl. variables:
res1 = femlm(Sepal.Length ~ Sepal.Width + Petal.Length +
            Petal.Width | Species, iris)
res2 = femlm(Sepal.Length ~ Petal.Width | Species, iris)

AIC(res1, res2)
BIC(res1, res2)

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