question about k in step
On Mon, 9 May 2005, ronggui wrote:
?step
....
'step' uses 'add1' and 'drop1' repeatedly; it will work for any
method for which they work, and that is determined by having a
valid method for 'extractAIC'. When the additive constant can be
chosen so that AIC is equal to Mallows' Cp, this is done and the
tables are labelled appropriately.
so my question is :what constant should i choose so i can get Mallows'
Cp instead of AIC?
k=2, that is AIC. Under some circumstances Cp = AIC+const (as it says), and then the const is chosen so that AIC (which is only determined up to a const) is equal to Cp (which is defined exactly, at least by Mallows).
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595