SelectionRegression.CriterionOption Property

SelectionRegressionCriterionOption Property

The criterion option used to calculate the regression estimates.

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

public virtual SelectionRegressionCriterion CriterionOption { get; set; }

Public Overridable Property CriterionOption As SelectionRegressionCriterion
	Get
	Set

public:
virtual property SelectionRegressionCriterion CriterionOption {
	SelectionRegressionCriterion get ();
	void set (SelectionRegressionCriterion value);
}

abstract CriterionOption : SelectionRegressionCriterion with get, set
override CriterionOption : SelectionRegressionCriterion with get, set

Property Value

Type: SelectionRegressionCriterion
An int containing the criterion option.

Remarks

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

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

Reference

SelectionRegression Class