I am trying to get the AIC of a model in GLM. It’s just a simple regression model with an identity link function. Yet, the call to aic(mod) says that my model is not a subtype of StatisticalModel.
Shouldn’t a GLM be a subtype of a StatisticalModel? Is there something I have missed? Do I, perhaps, need to implement a new method for aic?
OK, I figured out the problem. I was trying to be all fancy, and take the aic of several models at once as in aic.((mod1, mod2, mod3)), but instead wrote aic(mod1, mod2, mod3). My apologies for cluttering up the forum with this pointless question.
I am looking for the AIC function in Julia that can play with GLM.jl. Your question has helped me. In case someone encounter the same issue, I want to adding that the AIC function is in StatsBase.jl.