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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

I am building a multiple regression model using stepwise procedures and using the minimum Mallow's CP statistic as criterion for adding variables to the model. Instead of getting any values of Mallow's CP that are near p (which is what it should be if the model is a good fit), I am getting very ... - read more

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