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When selecting variables in multiple-regression studies, the model with the lowest value of Mallows's C p -statistic is often chosen. It is shown here that when the estimate of σ 2 comes from the full model an adjusted C p , V p , has the property that E(C p ) = p. It is suggested that a procedure be adopted which involves testing whether the model with minimum C p is really better than a simpler model. Tables approximating the null distribution of the test statistics are given.
Steven G. Gilmour (Mon,) studied this question.
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