4.7.6.1.3. statsmodels.tools.eval_measures.aicc

statsmodels.tools.eval_measures.aicc(llf, nobs, df_modelwc)[source]

Akaike information criterion (AIC) with small sample correction

Parameters:

llf : float

value of the loglikelihood

nobs : int

number of observations

df_modelwc : int

number of parameters including constant

Returns:

aicc : float

information criterion

References

http://en.wikipedia.org/wiki/Akaike_information_criterion#AICc