maic2 {bigstep}

mAIC2

Description

Calculate mAIC2 (the second version of modified Akaike Information Criterion).

Usage

maic2(loglik, k, n, p, const = 0.5)

Arguments

loglik

A numeric, the log-likelihood.

k

An integer >= 0, the number of selected variables.

n

An integer > 0, the number of observations, used only to check if k is not too large.

p

An integer > 0, the number of all variables or a weight.

const

A numeric > 0, the expected number of significant variables.

Value

A number, a value of mAIC2.

Examples

maic2(10, 5, 100, 50)