statsmodels.discrete.discrete_model.ProbitResults.info_criteria

ProbitResults.info_criteria(crit, dk_params=0)

Return an information criterion for the model.

Parameters:

• crit (string) – One of ‘aic’, ‘bic’, ‘tic’ or ‘gbic’.

• dk_params (int or float) – Correction to the number of parameters used in the information criterion.

Return type:

Value of information criterion.

Notes

Tic and gbic

References

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