Re: [R] model selection criteria in "regsubsets"

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Thu, 21 Jun 2007 07:01:03 -0700 (PDT)

The calculations are in summary.regsubsets.

Sending three copies of questions like this does not increase the chance of a response.

         -thomas

On Thu, 21 Jun 2007, nlei_at_sfu.ca wrote:

> Hi All,
>
> I used "regsubsets" in package "leaps" to do the model subset selection.
> I noticed the "bic" and "cp" criterias are both included in this
> function. But seems like they are not calculated by
>
> "bic=-n*log(RSS/n)-(p+1)*log(n)"
> and
> "cp=(RSS/sigma_hat^2)-(n-2*p-2)"
>
> Could you please let me know what formula used for these two criterias?
>
> Thank you !
>
> Linda
>

Thomas Lumley			Assoc. Professor, Biostatistics
tlumley_at_u.washington.edu	University of Washington, Seattle

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