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A Note on theCpStatistic

 

作者: RobertW. Kennard,  

 

期刊: Technometrics  （Taylor Available online 1971）
卷期: Volume 13, issue 4  

页码: 899-900

 

ISSN:0040-1706

 

年代: 1971

 

DOI:10.1080/00401706.1971.10488863

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

C. Mallows proposed a statistic,Cp, for variable selection in multiple regression. Gorman and Toman (1966) published the statistic, its derivation, and several examples of its use. The purpose of this note is to show that there is a one-to-one correspondence betweenCpand the older, well established criterion known as adjustedR2, e.g. Ezekiel (1930).

 

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