Description
Calculate mBIC (modified Bayesian Information Criterion).
Usage
mbic(loglik, k, n, p, const = 4)
Value
A number, a value of mBIC.
Arguments
- loglik
A numeric, the log-likelihood.
- k
An integer >= 0, the number of selected variables.
- n
An integer > 0, the number of observations.
- p
An integer > 0, the number of all variables or a weight.
- const
A numeric > 0, the expected number of significant variables.