ols.infocrit

Calculates three common information criteria of models estimated by <code>ols()</code>.

Written to help undergraduate as well as graduate students to get started
with R for basic econometrics without the need to import specific functions
and datasets from many different sources. Primarily, the package is meant to
accompany the German textbook Auer, L.v., Hoffmann, S., Kranz, T. (2024,
ISBN: 978-3-662-68263-0) from which the exercises cover all the topics from the textbook
Auer, L.v. (2023, ISBN: 978-3-658-42699-6).

Soenke Hoffmann

desk

Didactic Econometrics Starter Kit

Tobias Kranz

ols.infocrit function

<dl><dt>mod</dt>
<dd>linear model object generated by <code>ols()</code>.</dd>
<dt>which</dt>
<dd>string value specifying the type of criterion: <code>"aic"</code> (Akaike Information Criterion), <code>"sic"</code> (Schwarz Information Criterion), or <code>"pc"</code>, (Prognostic Criterion), optional, if omitted then all criteria are returned (<code>"all"</code>).</dd>
<dt>scaled</dt>
<dd>logical value which indicates whether criteria should be scaled by the number of observations T.</dd></dl>

Arguments

Calculate Common Information Criteria — ols.infocrit

<dl>

<dt>mod</dt>
<dd>linear model object generated by <code>ols()</code>.</dd>


<dt>which</dt>
<dd>string value specifying the type of criterion: <code>"aic"</code> (Akaike Information Criterion), <code>"sic"</code> (Schwarz Information Criterion), or <code>"pc"</code>, (Prognostic Criterion), optional, if omitted then all criteria are returned (<code>"all"</code>).</dd>


<dt>scaled</dt>
<dd>logical value which indicates whether criteria should be scaled by the number of observations T.</dd>

</dl>

ols.infocrit: Calculate Common Information Criteria

Description

Usage

Value

Arguments

Examples