where is AIC or SBC criteria in a system

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Emily89
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Joined: Mon Jun 17, 2013 8:36 am

where is AIC or SBC criteria in a system

Postby Emily89 » Thu Jul 04, 2013 2:40 am

Hi!

I estimate a set of equation simultaneously in the "system" object. But the estimated results do not contain "Akaike info criterion" or "Schwarz criterion".

No matter I use ordinary least squares, weighted least squares or seemingly unrelated regression as estimation method, the system do not show AIC or BIC. So, I can't select models base on these statistic.

Can anyon help?

Thank you ! :D

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