tools.eval_measures.aicc()

statsmodels.tools.eval_measures.aicc

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

Akaike information criterion (AIC) with small sample correction

Parameters:

Parameters:	llf : float value of the loglikelihood nobs : int number of observations df_modelwc : int number of parameters including constant

llf : float

value of the loglikelihood

nobs : int

number of observations

df_modelwc : int

number of parameters including constant