A Note on theCpStatistic
- 1 November 1971
- journal article
- other
- Published by Taylor & Francis in Technometrics
- Vol. 13 (4) , 899-900
- https://doi.org/10.1080/00401706.1971.10488863
Abstract
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 between Cp and the older, well established criterion known as adjusted R 2, e.g. Ezekiel (1930).Keywords
This publication has 1 reference indexed in Scilit:
- Selection of Variables for Fitting Equations to DataTechnometrics, 1966