| BIC,rateReg-method {reda} | R Documentation |
Bayesian Information Criterion (BIC)
Description
BIC,rateReg-method is an S4 class method calculating
Bayesian information criterion (BIC) or so-called
Schwarz's Bayesian criterion (SBC)
for one or several rateReg objects,
according to the formula
- 2 * log-likelihood + ln(nObs) * nPar,
where nPar represents the number of parameters in the fitted model
and nObs is the number of observations.
Usage
## S4 method for signature 'rateReg'
BIC(object, ...)
Arguments
object |
An object used to dispatch a method. |
... |
More fitted model objects. |
Details
When comparing models fitted by maximum likelihood to the same
data, the smaller the BIC, the better the fit.
help(BIC, stats) for other details.
Value
If just one object is provided, a numeric value representing
calculated BIC.
If multiple objects are provided, a data frame with rows
corresponding to the objects and columns df and BIC,
where df means degree of freedom,
which is the number of parameters in the fitted model.
See Also
rateReg for model fitting;
summary,rateReg-method for summary of a fitted model;
AIC,rateReg-method for AIC.
Examples
## See examples given in function rateReg.