statsmodels.tools.eval_measures.hqic_sigma¶
-
statsmodels.tools.eval_measures.
hqic_sigma
(sigma2, nobs, df_modelwc, islog=False)[source]¶ Hannan-Quinn information criterion (HQC)
- Parameters
- Returns
- hqic
float
information criterion
- hqic
Notes
A constant has been dropped in comparison to the loglikelihood base information criteria. These should be used to compare for comparable models.
References
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