statsmodels.tools.eval_measures.aicc

statsmodels.tools.eval_measures.aicc(llf, nobs, df_modelwc)

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 – information criterion

Return type:

float

References

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