Package 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	Description
SelectionRegressionEx2()

Method Summary

Modifier and Type	Method	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 Details

SelectionRegressionEx2

public SelectionRegressionEx2()

Method Details

main

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

Throws:

Exception