For unknown sigma^2, a version that is a modification of AIC
may be preferred, i.e.
n log(RSS/n) + 2p - n
I notice that this is what is given in Maindonald and Braun (2010)
Data Analysis Graphics Using R, 3rd edition.
Cf: Venables and Ripley, MASS, 4th edn, p.174. VR do however
stop short of
Here is an example, modified from the help page to use test=Cp:
fit0 - lm(sr ~ 1, data = LifeCycleSavings)
fit1 - update(fit0, . ~ . + pop15)
fit2 - update(fit1, . ~ . + pop75)
anova(fit0, fit1, fit2, test=Cp)
On May 8, 2011, at 09:25 , John Maindonald wrote:
Here is an example, modified from the help page to use test=Cp:
fit0 - lm(sr ~ 1, data = LifeCycleSavings)
fit1 - update(fit0, . ~ . + pop15)
fit2 -
