statsmodels.sandbox.regression.gmm.IVRegressionResults.info_criteria

IVRegressionResults.info_criteria(crit, dk_params=0)

Return an information criterion for the model.

Parameters:

critstr

One of ‘aic’, ‘bic’, ‘aicc’ or ‘hqic’.

dk_paramsint or float

Correction to the number of parameters used in the information criterion. By default, only mean parameters are included, the scale parameter is not included in the parameter count. Use dk_params=1 to include scale in the parameter count.

Returns the given information criterion value.

References

Burnham KP, Anderson KR (2002). Model Selection and Multimodel Inference; Springer New York.