statsmodels.tools.eval_measures.aicc

statsmodels.tools.eval_measures.aicc(llf, nobs, df_modelwc)

Akaike information criterion (AIC) with small sample correction

Parameters

llffloat

value of the loglikelihood

nobsint

number of observations

df_modelwcint

number of parameters including constant

Returns

aiccfloat

information criterion

References

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