tools.eval_measures.bic()

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 value of the loglikelihood nobs : int number of observations df_modelwc : int number of parameters including constant
Returns:	bic : float information criterion

References

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