statsmodels.tools.eval_measures.aic¶

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

Akaike information criterion

Parameters

llffloat: value of the loglikelihood
nobsint: number of observations
df_modelwcint: number of parameters including constant

Returns

aicfloat: information criterion

References

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