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flexsurv (version 2.3.2)

AICc.flexsurvreg: Second-order Akaike information criterion

Description

Second-order or "corrected" Akaike information criterion, often known as AICc (see, e.g. Burnham and Anderson 2002). This is defined as -2 log-likelihood + (2*p*n)/(n - p -1), whereas the standard AIC is defined as -2 log-likelihood + 2*p, where p is the number of parameters and n is the sample size. The correction is intended to adjust AIC for small-sample bias, hence it only makes a difference to the result for small n.

Usage

# S3 method for flexsurvreg
AICc(object, cens = TRUE, ...)

# S3 method for flexsurvreg AICC(object, cens = TRUE, ...)

Value

The second-order AIC of the fitted model.

Arguments

object

Fitted model returned by flexsurvreg (or flexsurvspline).

cens

Include censored observations in the sample size term (n) used in this calculation. See BIC.flexsurvreg for a discussion of the issues with defining the sample size.

...

Other arguments (currently unused).

Details

This can be spelt either as AICC or AICc.

References

Burnham, K. P., Anderson, D. R. (2002) Model Selection and Multimodel Inference: a practical information-theoretic approach. Second edition. Springer: New York.

See Also

BIC, AIC, BIC.flexsurvreg, nobs.flexsurvreg