[求助]关于回归中的CP plot问题

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

最近学习REG时，看到如下程序：

plot cp.*np./ chocking=red cmallows=blue vaxis=0 to 15 by 5 cframe=ligr;

我想请问chocking 和 cmallows 这两个选项是什么意思？

这个图的作用是什么？

能否告示在哪里能找到有关这方面内容的参考资料？

谢谢

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏0 回帖

关键词：plot Mallows Allows Mallow Allow plot

If a SELECTION= method is requested, the fitted model equation and the statistics displayed in the margin correspond to the selected model. For the ADJRSQ and CP methods, the selected model is treated as a submodel of the full model. If a CP.*NP. plot is requested, the CHOCKING= and CMALLOWS= options display model selection reference lines。

CHOCKING=color
requests reference lines corresponding to the equations  and , where  is the number of parameters in the full model (excluding the intercept) and  is the number of parameters in the subset model (including the intercept). The color must be specified; the  line is solid and the  line is dashed. Only PLOT statements of the form PLOT CP.*NP. produce these lines.

For the purpose of parameter estimation, Hocking (1976) suggests selecting a model where . For the purpose of prediction, Hocking suggests the criterion . You can request the single reference line  with the CMALLOWS= option. If, for example, you specify both CHOCKING=RED and CMALLOWS=BLUE, then the  line is red and the  line is blue

CMALLOWS=color
requests a  reference line, where  is the number of parameters (including the intercept) in the subset model. The color must be specified; the line is solid. Only PLOT statements of the form PLOT CP.*NP. produce this line.

Mallows (1973) suggests that all subset models with  small and near   be considered for further study. See the CHOCKING= option for related model-selection criteria。