| BIC.flexsurvreg {flexsurv} | R Documentation |
Bayesian Information Criterion (BIC) for comparison of flexsurvreg models
Description
Bayesian Information Criterion (BIC) for comparison of flexsurvreg models
Usage
## S3 method for class 'flexsurvreg'
BIC(object, cens = TRUE, ...)
Arguments
object |
Fitted model returned by |
cens |
Include censored observations in the sample size term
( |
... |
Other arguments (currently unused). |
Details
There is no "official" definition of what the sample size should be for the use of BIC in censored survival analysis. BIC is based on an approximation to Bayesian model comparison using Bayes factors and an implicit vague prior. Informally, the sample size describes the number of "units" giving rise to a distinct piece of information (Kass and Raftery 1995). However censored observations provide less information than observed events, in principle. The default used here is the number of individuals, for consistency with more familiar kinds of statistical modelling. However if censoring is heavy, then the number of events may be a better represent the amount of information. Following these principles, the best approximation would be expected to be somewere in between.
AIC and BIC are intended to measure different things. Briefly,
AIC measures predictive ability, whereas BIC is expected to choose
the true model from a set of models where one of them is the
truth. Therefore BIC chooses simpler models for all but the
tiniest sample sizes (log(n)>2, n>7). AIC might be preferred in the
typical situation where
"all models are wrong but some are useful". AIC also gives similar
results to cross-validation (Stone 1977).
Value
The BIC of the fitted model. This is minus twice the log likelihood plus p*log(n), where
p is the number of parameters and n is the sample
size of the data. If weights was supplied to
flexsurv, the sample size is defined as the sum of the
weights.
References
Kass, R. E., & Raftery, A. E. (1995). Bayes factors. Journal of the American Statistical Association, 90(430), 773-795.
Stone, M. (1977). An asymptotic equivalence of choice of model by crossâvalidation and Akaike's criterion. Journal of the Royal Statistical Society: Series B (Methodological), 39(1), 44-47.
See Also
BIC, AIC, AICC.flexsurvreg, nobs.flexsurvreg