BIC.logLik {nlme} | R Documentation |
This function calculates the Bayesian information criterion,
also known as Schwarz's Bayesian criterion (SBC) for an object
inheriting from class logLik
, according to the formula
log-likelihood +
npar*log(nobs), where npar represents the number of
parameters and nobs the number of observations in the
fitted model. When comparing fitted objects, the smaller the BIC, the
better the fit.
## S3 method for class 'logLik': BIC(object, ...)
object |
an object inheriting from class logLik , usually
resulting from applying a logLik method to a fitted model
object. |
... |
some methods for this generic use optional arguments. None are used in this method. |
a numeric value with the corresponding BIC.
Jose Pinheiro Jose.Pinheiro@pharma.novartis.com and Douglas Bates bates@stat.wisc.edu
Schwarz, G. (1978) "Estimating the Dimension of a Model", Annals of Statistics, 6, 461-464.
fm1 <- lm(distance ~ age, data = Orthodont) BIC(logLik(fm1))