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.