QIC: Quasi Information Criterion of a Generalised Linear Model for Time Series of Counts
Description
The function computes the Quasi Information Criterion (QIC) of a generalised linear model for time series of counts.
Usage
# S3 method for tsglm
QIC(object, ...)
Arguments
object
an object of class "tsglm".
...
additional arguments passed to tscount:::tsglm.loglik. These can be the arguments init.method and init.drop which are explained on the help page of the function tsglm.
Details
The quasi information criterion (QIC) has been proposed by Pan (2001) as alternative to Akaike's information criterion (AIC) which is properly adjusted for regression analysis based on the generalized estimating equations (GEE).
This function computes the QIC of a generalised linear model for time series of counts. In case of models with the Poisson distribution the QIC has approximately the same value as the AIC. However, in case of models with another distribution it can be a more adequate alternative to the AIC.
# NOT RUN {###Campylobacter infections in Canada (see help("campy"))campyfit <- tsglm(ts=campy, model=list(past_obs=1, past_mean=c(7,13)), distr="nbinom")
QIC(campyfit)
AIC(campyfit)
# }