The criterion option used to calculate the regression estimates.
Namespace:
Imsl.StatAssembly: ImslCS (in ImslCS.dll) Version: 6.5.0.0
Syntax
C# |
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public virtual SelectionRegression..::.Criterion CriterionOption { get; set; } |
Visual Basic (Declaration) |
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Public Overridable Property CriterionOption As SelectionRegression..::.Criterion |
Visual C++ |
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public: virtual property SelectionRegression..::.Criterion CriterionOption { SelectionRegression..::.Criterion get (); void set (SelectionRegression..::.Criterion value); } |
Field Value
An int containing the criterion option.Remarks
By default for all criteria, subset size 1,2, ..., k = nCandidate are considered. However, for the maximum number of subsets can be restricted using property MaximumSubsetSize.
Criterion Option | Description |
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RSquared | For , subset sizes 1, 2, ..., MaximumSubsetSize are examined. This is the default with MaximumSubsetSize = nCandidate. |
AdjustedRSquared | For Adjusted , subset sizes 1, 2, ..., nCandidate are examined. |
MallowsCP | For Mallow's Subset sizes 1, 2, ..., nCandidate are examined. |