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In statistics, Mallows's C p, named for Colin Lingwood Mallows, is used to assess the fit of a regression model that has been estimated using ordinary least squares. - read more

Mallows’ Cp Statistic For a subset model with p explanatory variables, this statistic is de ned as Cp = (SSEp=s 2) (n 2p) where s2 = MSE for the full model (i.e., is the model containing all k explanatory variables of - read more

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