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question about k in step

2 messages · ronggui, Brian Ripley

ronggui
# 
.... 
'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?
1 day later
Brian Ripley
#
On Mon, 9 May 2005, ronggui wrote:

            

      
      
      
    

        
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).