Does anyone know if there is a special proc in SAS to calculate ICOMP-information complexity index?
Thanks!
I guess you are referring to what is called information criteria in SAS. They are available in many model fitting procedures. Look for instance at option INFOCRIT in PROC GLIMMIX. Five criteria are offered.
hth
PG
Take a look at: http://www.nesug.org/Proceedings/nesug97/posters/chen.pdf
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