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Mallow's CP Statistics - Available in SPSS?

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John Fava

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Jul 26, 2002, 10:52:44 AM7/26/02
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I have used Mallow's CP Statistic in SAS to aid in reducing a set of
independent variables for regression analysis. I can't seem to find
anything in SPSS that provides the same measurement. Does anyone know
how this is done in SPSS?

Thanks,

John Fava

Raynald Levesque

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Jul 26, 2002, 9:04:57 PM7/26/02
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The following is from the description of the REGRESSION procedure
(page 1015 of SPSS 11's Syntax Manual):

SELECTION Selection statistics.
This option includes Akaike information criterion (AIK),
Ameniya’s prediction criterion (PC), Mallows conditional mean squared
er-ror of prediction criterion (C p ), and Schwarz Bayesian criterion
(SBC) (Judge et al., 1980). The statistics are displayed in the Model
Summary table.

Does it do what you need?

HTH

Raynald Levesque rlev...@videotron.ca
Visit My SPSS Pages: http://pages.infinit.net/rlevesqu/index.htm

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