Thought I would post an update. After more Google searching I did find some references that others have made to this problem. Apparently, in multiple linear regression, SAS does use a different value for K that is not consistent with the methodolgy given in Burnham & Anderson. In other cases, such as logistic regression, the computation of AIC is consistent.
It would be great if SAS would remedy this and provide an option to output AICc in Proc Reg as well.
So, be warned.
For a nice summary, see:
Joshua D. Stafford, Bronson K. Strickland, Potential inconsistencies when computing Akaikes information criterion. Bulletin of the Ecological Society of America. Volume 84, Issue 2 (April 2003) pp. 68-69.
... View more