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A Best Subset Regression is performed on a series of Predictors and Output Variable. An important metric is used that co

Posted: Wed Dec 08, 2021 5:36 am
by answerhappygod
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

Mallows Cp
Durbin Watson Statistic
Lack of Fit Statistic
PRESS Statistic