2000
DOI: 10.1080/00220970009600643
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Using Wherry's AdjustedR2and Mallow'sCpfor Model Selection From All Possible Regressions

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Cited by 39 publications
(15 citation statements)
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“…Similar results emerged consistently across all models in the present study (see Tables 3 and 4 for specific β, F , and p values). Adjusted R 2 , an indication of the amount of variance explained by the model while taking into account extra explanatory variables including covariates (Olejnik, Mills, & Keselman, 2000), is also reported in Tables 3 and 4.…”
Section: Resultsmentioning
confidence: 99%
“…Similar results emerged consistently across all models in the present study (see Tables 3 and 4 for specific β, F , and p values). Adjusted R 2 , an indication of the amount of variance explained by the model while taking into account extra explanatory variables including covariates (Olejnik, Mills, & Keselman, 2000), is also reported in Tables 3 and 4.…”
Section: Resultsmentioning
confidence: 99%
“…The best-subset regression analyses were conducted in R using the leaps package (Lumley, 2017). The adjusted R 2 was examined to guide optimal model selection (Olejnik et al, 2000). Up to the best five predictors were requested, for parsimony and interpretability.…”
Section: Discussionmentioning
confidence: 99%
“…In other cases, it can be a tool for predicting time series [6]. In regression problems, cross validation can be used as a model-selection technique instead of Mallow's criteria [19].…”
Section: Literature Reviewmentioning
confidence: 99%