Tagged Questions

0
votes
0answers
29 views

How do we get log likelihood of KNN?

For getting log-likelihood values, I am using R AIC() method. Although I can get the log-likelihood values of linear regression models, getting the following error for when I applied R AIC() method on ...
0
votes
0answers
53 views

AIC vs BIC vs MDL

I am trying to learn the difference between the three approaches and their applications. a) As I understand, AIC = -LL+K BIC = -LL+(K*logN)/2 Unless I am ...
0
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0answers
40 views

lm to lmer function tweaking

I have stolen and modified a snippet of code found off the internet from (http://www.r-bloggers.com/aic-bic-vs-crossvalidation/) which graphically depicts AIC and BIC values for different polynomial ...
0
votes
0answers
24 views

How to calculate the weighted sum of absolute deviations to determine AIC for quantile regression

I would like to know if there is a way to calculate the sum of the weighted absolute deviations for quantile regressions with package quantreg? I'm following the ...
1
vote
1answer
58 views

Comparing GLS models with different fixed variables using AIC: REML or ML?

I am using gls in nlme. My response variable is spatial so I am using gls with correlation structure. I am determining which structure to use based on Zuur 2009, comparing AIC scores of models with ...
0
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0answers
27 views

incorporating averaging models from AIC and still using k-fold cross validation?

Ive a county/district that Ive divided into ~300 grids that are 15km^2 in size attributed with various habitat and economic variables that have been summarized and standardized. I then have 2 types ...
1
vote
1answer
503 views

auto.arima from Forecast package

I am trying to fit a time series using the function auto.arima and I face some strange results. As a first try, I use the command ...
4
votes
2answers
432 views

Relative variable importance with AIC

I am confused and just need some confirmation about calculating the relative variable importance value for the co-variates I used in AIC model selection procedures. I know that there is this one ...
0
votes
0answers
153 views

Can dredge() in R package MuMIn deal with global model objects generated by gls() in nlme?

I am trying to use the function dredge() in the package MuMIn to compare AIC model-selection statistics for models of all ...
0
votes
0answers
56 views

AIC with multiple linear slopes

I have a set of data points. I would like to know which model of linear slopes best fits the data: two slopes, three slopes, or four slopes. How can I calculate the AIC for each of these models (i.e, ...
8
votes
1answer
325 views

What is the difference between AIC() and extractAIC() in R?

The R documentation for either does not shed much light. All that I can get from this link is that using either one should be fine. What I do not get is why they are not equal. Fact: The stepwise ...
1
vote
2answers
958 views

REML vs ML stepAIC

I feel overwhelmed after attempting to dig into the literature on how to run my mixed model analysis following it up with using AIC to select the best model or models. I do not think my data is that ...
3
votes
2answers
173 views

Looking for ways to compare between coxph models

I'm running Cox proportional hazards regression in R, and would like to test the option of categorizing one of my continuous variables to factor (I'm aware of the loss of data issue, just checking). ...
0
votes
1answer
200 views

Good model vs. AIC

Suppose I run a bidirectional stepwise in R with the model: step(glm(y ~ a + b + c + d, poisson)) And the result may be: ...
7
votes
1answer
715 views

Is it possible to calculate AIC and BIC for lasso regression models?

Is is possible to calculate an AIC or BIC values for lasso regression models and other regularized models where parameters are only partially entering the equation. How does one determine the degrees ...
1
vote
1answer
228 views

How do I get the AIC value out from a forecast object in R?

I am trying to get the raw value of AIC that I can see as a result of the summary function. x = forecast(ets(ts(data, start=2000, frequency=12)),h=6) summary(x) ...
0
votes
1answer
307 views

What does k mean in AIC expression?

I'm using the AIC() function in R, where the argument k (default to 2) stands for the number of parameters. I'm not sure to ...
3
votes
1answer
450 views

Why is AIC from multinom and corresponding glm different?

I'm reading the example of the book: "S-PLUS (and R) Manual to Accompany Agresti’s Categorical Data Analysis (2002) 2nd edition " (page 55) and when I try to reproduce the example I get this: ...
1
vote
1answer
487 views

How to plot AIC values when using the leaps package?

Does anybody know how to plot all AIC values for different size models, when using the command regsubsets from the package ...
3
votes
1answer
552 views

Question on AIC and stepAIC

AIC(lm(Fertility ~ ., data=swiss)) [1] 326.0716 ok, since AIC is calculated as ...
4
votes
1answer
834 views

Why do I get equal AIC, BIC and log likelihood for different models in LME framework?

I have two LME models with the same interaction, one containing both main effects and one containing only one main effect, say : $$ H\_CE = Season + Crownlevel + Season:Crownlevel , random = ...
16
votes
4answers
8k views

What do the residuals in a logistic regression mean?

In answering this question John Christie suggested that the fit of logistic regression models should be assessed by evaluating the residuals. I'm familiar with how to interpret residuals in OLS, they ...
6
votes
1answer
731 views

Why does AIC formula in R appear to use one extra parameter than expected?

I'll use an example so that you can reproduce the results ...
19
votes
1answer
1k views

How can one empirically demonstrate in R which cross-validation methods the AIC and BIC are equivalent to?

In a question elsewhere on this site, several answers mentioned that the AIC is equivalent to leave-one-out (LOO) cross-validation and that the BIC is equivalent to K-fold cross validation. Is there ...