Re: How to compute AIC from ASReml fitted model on R?

From: <brian.cullis_at_DPI.NSW.GOV.AU>
Date: Tue, 21 Jul 2009 10:31:47 +1000

Dear saidou
I am using Asreml module with R. I fitted a mixed linear model and I used
the fitted object to compute Akaike Information Criterion using the
function AIC() of R: this does not work out.
How can I compute AIC? If this is not possible, how can I extract the
numbers of parameters estimated for a model to calculate the AIC by hand
(I don't habe problem for extracting the loglikelihood)?

It is simple to do this within R as you can access the REML logl from l =
obj$logl and the number of variance parameters from K = length(obj$gammas)
where obj is the returned object from the asreml() call
giving AIC = -2*l + 2*K

there are issues when there are constraints - so care is needed in some
cases. I have not thought much about the issue of parameters on the
boundary neither and its effect.

I attach a paper I found recently which talks about some issues with AIC
in linear mixed models which seems to be quite interesting.
Of course it would be easy to add AIC or whatever to the list returned by

****I couldnt attach it through the list so I can email it to u or others
if interested

warm regards

Brian Cullis
Research Leader, Biometrics &
Senior Principal Research Scientist
NSW Department of Primary Industries
Wagga Wagga Agricultural Institute

Visiting Professorial Fellow
School of Mathematics and Applied Statistics
Faculty of Informatics
University of Wollongong

Faculty of Agriculture, Food & Natural Resources
The University of Sydney

Adjunct Professor
School of Computing and Mathematics
Charles Sturt University

Phone: 61 2 6938 1855
Fax: 61 2 6938 1809
Mobile: 0439 448 591
Received on Wed Jul 21 2009 - 10:31:47 EST

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