where is AIC or SBC criteria in a system
Posted: 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
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