Criterion for Stopping Model Selection
Use the drop-down menu to specify how selected models are compared and when the model selection process is terminated.
Available options are described in the table below:
Criteria |
Definition1 |
None |
Selection is not stopped and either all of the predictor or the Maximum Number of Steps are used |
ADJRSQ |
Adjusted R-square statistic |
AIC |
Akaike information criterion |
AICC |
Corrected Akaike information criterion |
BIC |
Sawa Bayesian information criterion |
CP |
Mallow C(p) statistic |
CV |
Predicted residual sum of squares with k-fold cross validation |
PRESS |
Predicted residual sum of squares |
SBC |
Schwarz Bayesian information criterion |
SL |
Significance Level If you select SL, you must specify the significance levels for adding and retaining variables. |
Note: This option is available only when you specify a Model Selection Method other than None.
To Specify the Criterion:
8 | Select the method using the drop-down menu. |