statsmodels.regression.linear_model.RegressionResults.info_criteria¶
-
RegressionResults.info_criteria(crit, dk_params=
0
)[source]¶ Return an information criterion for the model.
- Parameters:¶
- crit
str
One of ‘aic’, ‘bic’, ‘aicc’ or ‘hqic’.
- dk_params
int
orfloat
Correction to the number of parameters used in the information criterion. By default, only mean parameters are included, the scale parameter is not included in the parameter count. Use
dk_params=1
to include scale in the parameter count.
- crit
- Returns:¶
Value
of
information
criterion.
References
Burnham KP, Anderson KR (2002). Model Selection and Multimodel Inference; Springer New York.
Last update:
Oct 29, 2024