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statsmodels.tools.eval_measures.hqic

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 – information criterion

Return type:

float

References

Wikipedia doesn’t say much

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tools.eval_measures.hqic.html