statsmodels.tools.eval_measures.bic_sigma¶
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statsmodels.tools.eval_measures.
bic_sigma
(sigma2, nobs, df_modelwc, islog=False)[source]¶ Bayesian information criterion (BIC) or Schwarz criterion
Parameters: Returns: bic – information criterion
Return type: Notes
A constant has been dropped in comparison to the loglikelihood base information criteria. These should be used to compare for comparable models.
References