HQIC {ICglm}

Hannan-Quinn Information Criterion

Description

Calculates Hannan-Quinn Information Criterion (HQIC) for "lm" and "glm" objects.

Usage

HQIC(model)

Arguments

model

a "lm" or "glm" object

Details

HQIC (Hannan and Quinn, 1979) is calculated as

-2LL(theta) + 2klog(log(n))

Value

HQIC measurement of the model

References

Hannan, E. J., & Quinn, B. G. (1979). The determination of the order of an autoregression. Journal of the Royal Statistical Society: Series B (Methodological), 41(2), 190-195.

Examples

x1 <- rnorm(100, 3, 2)
x2 <- rnorm(100, 5, 3)
x3 <- rnorm(100, 67, 5)
err <- rnorm(100, 0, 4)

## round so we can use it for Poisson regression
y <- round(3 + 2*x1 - 5*x2 + 8*x3 + err)

m1 <- lm(y~x1 + x2 + x3)
m2 <- glm(y~x1 + x2 + x3, family = "gaussian")
m3 <- glm(y~x1 + x2 + x3, family = "poisson")

HQIC(m1)
HQIC(m2)
HQIC(m3)