A Best Subset Regression is performed on a series of Predictors and Output Variable. An important metric is used that compares the precision of the full models to the models resulting from individual predictors
OPTIONS
- Mallows Cp
- Durbin Watson Statistic
- Lack of Fit Statistic
- PRESS Statistic
ANSWER
Mallows Cp
EXPLANATION
Mallows Cp is the term used for this purpose.
