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:	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