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Anonymous Wed Apr 29 13:09:29 2015 No.7225864 [Reply] [Original]

Hello,

I'm trying to fit a mixture of factor analyzers to some high dimensional data using the R package HDclassif. hddc() uses automatic model selection according to the BIC of every possible model. Then it stores the model with the highest BIC. I can compute the AIC for that model with the likelihood, which is also stored.

But what if I want to compare different models? I only have the BIC for them, not the likelihoods, so I can't compute AIC etc.. Has anyone had this problem and knows a solution that does not involve fitting every single model one at a time?

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