rregressionmodel-comparison

How to get AIC or BIC for multivariate multiple regression, in R

I'm trying to compare two multivariate multiple regression models in R (see here)

When I use AIC() or BIC(), R says it does not allow multiple responses.

Is there a way to get a single AIC/BIC or r^2 for a multivariate multiple regression model (or is it mathematically unsound to do it for multiple responses)?

Solution

  • Check out ?AIC, for example

    AIC(lm(Sepal.Width ~ Sepal.Length + Species,data=iris))

    AIC/BIC for multiple responses is not meaningfull AFAIK.