statsmodels.tools.eval_measures.hqic¶
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statsmodels.tools.eval_measures.
hqic
(llf, nobs, df_modelwc)[source]¶ Hannan-Quinn information criterion (HQC)
Parameters: llf : float
value of the loglikelihood
nobs : int
number of observations
df_modelwc : int
number of parameters including constant
Returns: hqic : float
information criterion
References
Wikipedia doesn’t say much