Hi all,
I would like to get the Akaike information criterion (AIC) to figure out how
many lags in my model. I checked the reference guide and figured out that
estimate can help.
So, my program is as followed:
Regress Y X Z
est store AIC
estimates stats *
Then I saw that in the reference page 353, it shows the equation of AIC = -2
log (likelihood) + 2df.
I remembered that AIC = log (sum(e-sq)/n) + 2k/n and I checked a few
textbooks and the AIC is the latter one. Are they equivalent? Did I use
the wrong command/equation?
Thanks in advanced.
Cheers,
Jennifer
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