The criterion option used to calculate the regression estimates.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0

Syntax

C#
public virtual SelectionRegression..::.Criterion CriterionOption { get; set; }
Visual Basic (Declaration)
Public Overridable Property CriterionOption As SelectionRegression..::.Criterion
Visual C++
public:
virtual property SelectionRegression..::.Criterion CriterionOption {
	SelectionRegression..::.Criterion get ();
	void set (SelectionRegression..::.Criterion value);
}

Field Value

An int containing the criterion option.

Remarks

By default for all criteria, subset size 1,2, ..., k = nCandidate are considered. However, for R^2 the maximum number of subsets can be restricted using property MaximumSubsetSize.

Criterion Option Description
RSquared For R^2, subset sizes 1, 2, ..., MaximumSubsetSize are examined. This is the default with MaximumSubsetSize = nCandidate.
AdjustedRSquared For Adjusted R^2, subset sizes 1, 2, ..., nCandidate are examined.
MallowsCP For Mallow's C_p Subset sizes 1, 2, ..., nCandidate are examined.

See Also