statsmodels.regression.quantile_regression.QuantRegResults.info_criteria

QuantRegResults.info_criteria(crit, dk_params=0)

Return an information criterion for the model.

Parameters:

crit{‘aic’, ‘bic’, ‘aicc’, ‘hqic’}

One of ‘aic’, ‘bic’, ‘aicc’ or ‘hqic’.

dk_paramsint or float, optional

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.

Returns:

float

Value of information criterion.

References

[BurnhamAnderson2002]

Burnham KP, Anderson KR (2002). Model Selection and Multimodel Inference; Springer New York.