statsmodels.tools.eval_measures.aicc¶
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statsmodels.tools.eval_measures.
aicc
(llf, nobs, df_modelwc)[source]¶ Akaike information criterion (AIC) with small sample correction
Parameters: llf : float
value of the loglikelihood
nobs : int
number of observations
df_modelwc : int
number of parameters including constant
Returns: aicc : float
information criterion
References
http://en.wikipedia.org/wiki/Akaike_information_criterion#AICc