tools.eval_measures.aic()

statsmodels.tools.eval_measures.aic

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

Akaike information criterion

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

References

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