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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

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