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
, array_like} value of the loglikelihood
- nobs
int
number of observations
- df_modelwc
int
number of parameters including constant
- llf{
- Returns:¶
- bic
float
information criterion
- bic
References
https://en.wikipedia.org/wiki/Bayesian_information_criterion
Last update:
Oct 08, 2024