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statsmodels.tools.eval_measures.bic

statsmodels.tools.eval_measures.bic(llf, nobs, df_modelwc)[source]

Bayesian information criterion (BIC) or Schwarz criterion

Parameters:

llf : float

value of the loglikelihood

nobs : int

number of observations

df_modelwc : int

number of parameters including constant

Returns:

bic : float

information criterion

References

http://en.wikipedia.org/wiki/Bayesian_information_criterion

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