BIC.fixest {fixest} | R Documentation |
Bayesian information criterion
Description
This function computes the BIC (Bayesian information criterion) from a fixest
estimation.
Usage
## S3 method for class 'fixest'
BIC(object, ...)
Arguments
object |
A |
... |
Optionally, more fitted objects. |
Details
The BIC is computed as follows:
BIC = -2\times LogLikelihood + \log(nobs)\times nbParams
with k the penalty parameter.
You can have more information on this criterion on AIC
.
Value
It return a numeric vector, with length the same as the number of objects taken as arguments.
Author(s)
Laurent Berge
See Also
See also the main estimation functions femlm
, feols
or feglm
. Other statistics functions: AIC.fixest
, logLik.fixest
.
Examples
# two fitted models with different expl. variables:
res1 = femlm(Sepal.Length ~ Sepal.Width + Petal.Length +
Petal.Width | Species, iris)
res2 = femlm(Sepal.Length ~ Petal.Width | Species, iris)
AIC(res1, res2)
BIC(res1, res2)
[Package fixest version 0.12.1 Index]