Finding Mallows statistics Cp for a data set
4 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
I have a data set and would like to find out Mallows statistics Cp for that. Can someone help me with the code.
0 Kommentare
Antworten (1)
Star Strider
am 13 Sep. 2014
As I understand, it’s essentially the same as the ‘Akaike infomation criterion’. Searching the File Exchange for ‘AIC’ turns up a number of contributions, the most relevant of which to what you want to do is likely Fast & Detailed Multivariate OLS Regression.
The Mallow’s Cp statistic seems easy enough to program. The complications would show themselves in applying it to your regression — what regressors are kept in and what regressors are omitted from the final model. If you have the Statistics Toolbox, the Stepwise Regression routines do all of that for you.
0 Kommentare
Siehe auch
Kategorien
Mehr zu Statistics and Machine Learning Toolbox finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!