A Note on the C p Statistic

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).