com.imsl.test.example.stat

Class SelectionRegressionEx2

java.lang.Object

com.imsl.test.example.stat.SelectionRegressionEx2

public class SelectionRegressionEx2
extends Object

Finds the best regressions using Mallow's $C_p$ criterion.

This example uses the same data set as example SelectionRegressionEx1, but Mallow's $C_p$ statistic is used as the criterion rather than $R^2$. Note that when Mallow's $C_p$ statistic (or adjusted $R^2$) is specified, the method setMaximumBestFound is used to indicate the total number of "best" regressions (rather than indicating the number of best regressions per subset size, as in the case of the $R^2$ criterion). In this example, the three best regressions are found to be $(1, 2), (1, 2, 4)$, and $(1, 2, 3)$.

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
SelectionRegressionEx2()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

SelectionRegressionEx2

public SelectionRegressionEx2()

Method Detail

main

public static void main(String[] args)
                 throws Exception

Throws:

Exception