statsmodels.sandbox.regression.gmm.IVRegressionResults.info_criteria

IVRegressionResults.info_criteria(crit, dk_params=0)

Return an information criterion for the model.

Parameters:

• crit (string) – One of ‘aic’, ‘bic’, ‘aicc’ or ‘hqic’.

• dk_params (int 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.

Return type:

Value of information criterion.

References

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