statsmodels.tools.eval_measures.bic_sigma¶
-
statsmodels.tools.eval_measures.
bic_sigma
(sigma2, nobs, df_modelwc, islog=False)[source]¶ Bayesian information criterion (BIC) or Schwarz criterion
- Parameters
- Returns
- bic
float
information criterion
- bic
Notes
A constant has been dropped in comparison to the loglikelihood base information criteria. These should be used to compare for comparable models.
References
https://en.wikipedia.org/wiki/Bayesian_information_criterion