Mallows's Cp

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. It is applied in the context of model selection, where a number of predictor variables are available for predicting some outcome, and the goal is to find the best model involving a subset of these predictors. A small value of C_p means that the model is relatively precise.

单词	Cp criterion
释义	Cp criterion 英语百科 Mallows's Cp 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. It is applied in the context of model selection, where a number of predictor variables are available for predicting some outcome, and the goal is to find the best model involving a subset of these predictors. A small value of C_p means that the model is relatively precise.
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Cp criterion

Mallows's Cp