R: Various information criteria

Information criteria {MuMIn}

R Documentation

Various information criteria

Description

Calculate Mallows' Cp and Bozdogan's ICOMP and CAIFC information criteria.

Extract or calculate Deviance Information Criterion from MCMCglmm and merMod object.

Usage

Cp(object, ..., dispersion = NULL)
ICOMP(object, ..., REML = NULL)
CAICF(object, ..., REML = NULL)
DIC(object, ...)

Arguments

`object`	a fitted model object (in case of ICOMP and CAICF, `logLik` and `vcov` methods must exist for the object). For `DIC`, an object of class `"MCMCglmm"` or `"merMod"`.
`...`	optionally more fitted model objects.
`dispersion`	the dispersion parameter. If `NULL`, it is inferred from object.
`REML`	optional logical value, passed to the `logLik` method indicating whether the restricted log-likelihood or log-likelihood should be used. The default is to use the method used for model estimation.

Details

Mallows' Cp statistic is the residual deviance plus twice the estimate of \sigma^{2} times the residual degrees of freedom. It is closely related to AIC (and a multiple of it if the dispersion is known).

ICOMP (I for informational and COMP for complexity) penalizes the covariance complexity of the model, rather than the number of parameters directly.

CAICF (C is for ‘consistent’ and F denotes the use of the Fisher information matrix) includes with penalty the natural logarithm of the determinant of the estimated Fisher information matrix.

Value

If just one object is provided, the functions return a numeric value with the corresponding IC; otherwise a data.frame with rows corresponding to the objects is returned.

References

Mallows, C. L. 1973 Some comments on Cp. Technometrics 15, 661–675.

Bozdogan, H. and Haughton, D. M. A. (1998) Information complexity criteria for regression models. Comp. Stat. & Data Analysis 28, 51–76.

Anderson, D. R. and Burnham, K. P. 1999 Understanding information criteria for selection among capture-recapture or ring recovery models. Bird Study 46, 14–21.

Spiegelhalter, D. J., Best, N. G., Carlin, B. R., van der Linde, A. 2002 Bayesian measures of model complexity and fit. Journal of the Royal Statistical Society Series B-Statistical Methodology 64, 583–616.