BIC of a logLik Object

Usage

BIC(object)

Arguments

object an object inheriting from class logLik, usually resulting from applying a logLik method to a fitted model object.

Description

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.

Value

a numeric value with the corresponding BIC.

Author(s)

Jose Pinheiro and Douglas Bates

References

Schwarz, G. (1978) "Estimating the Dimension of a Model", Annals of Statistics, 6, 461-464.

See Also

BIC, logLik, AIC

Examples

data(Orthodont)
fm1 <- lm(distance ~ age, data = Orthodont) 
BIC(logLik(fm1))

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