ols.infocrit {desk}

Calculate Common Information Criteria

Description

Calculates three common information criteria of models estimated by ols().

Usage

ols.infocrit(mod, which = "all", scaled = FALSE)

Arguments

mod

linear model object generated by ols().

which

string value specifying the type of criterion: "aic" (Akaike Information Criterion), "sic" (Schwarz Information Criterion), or "pc", (Prognostic Criterion), optional, if omitted then all criteria are returned ("all").

scaled

logical value which indicates whether criteria should be scaled by the number of observations T.

Value

A data frame of AIC, SIC, and PC values.

Examples

wage.est <- ols(wage ~ educ + age, data = data.wage)
ols.infocrit(wage.est) # Return all criteria unscaled
ols.infocrit(wage.est, scaled = TRUE) # Return all criteria scaled
ols.infocrit(wage.est, which = "pc") # Return Prognostic Criterion unscaled