statsmodels.tools.eval_measures.bic

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

Bayesian information criterion (BIC) or Schwarz criterion

Parameters
llffloat

value of the loglikelihood

nobsint

number of observations

df_modelwcint

number of parameters including constant

Returns
bicfloat

information criterion

References

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