mallows_c.Rd
맬로우즈 Cp 통계량을 계산한다.
mallows_c(.fit_reduced, .fit_full)
.fit_reduced | $p$항 회귀모형 추정 결과. |
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.fit_full | 완전모형 추정 결과. |
맬로우즈 Cp 통계량.
data(biometric, package = "dmtr") fit_full <- fit_linear_regression(biometric, weight, c(age, height)) fit_reduced <- fit_linear_regression(biometric, weight, height) mallows_c(fit_reduced, fit_full)#> [1] 23.59169