Rubén Roa <rroa <at> azti.es> writes: > > > However, shouldn't _free parameters_ only be counted for degrees of > freedom and for calculation of AIC? > The sigma parameter is profiled out in a least-squares > linear regression, so it's not free, it's not a > dimension of the likelihood. > Just wondering ... >
For AIC I think this distinction should only matter for the purposes of consistency between computations in different packages/languages/contexts. Only the differences between AIC values matter for inference. (If you were talking about AICc then I would tend to agree with you -- nuisance parameters should not affect 'residual degrees of freedom'/finite-size corrections.) ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
