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StepReg (version 1.4.2)

ModelFitStat: Compute model fit statistics

Description

Compute model fit statistics adjRsq, AIC, AICc, BIC, CP, HQ, HQc, Rsq and SBC

Usage

ModelFitStat(Stattype,SSE,SST,n,nY,p,sigmaVal)

Arguments

Stattype

Model fit statistics adjRsq, AIC, AICc, BIC, CP, HQ, HQc, Rsq and SBC

SSE

Sum of squares of error

SST

Total sum of squares corrected for the mean for the dependent variable

n

Number of observation

nY

Number of dependent variable

p

Number of independent variable in the model including the intercept

sigmaVal

Estimate of pure error variance from fitting the full model

References

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Harold Hotelling. (1992). The Generalization of Student's Ratio. Breakthroughs in Statistics. Springer New York.

Hocking, R. R. (1976). A biometrics invited paper. the analysis and selection of variables in linear regression. Biometrics, 32(1), 1-49.

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Pillai, K. C. S. (2006). Pillai's Trace. Encyclopedia of Statistical Sciences. John Wiley & Sons, Inc.

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