Mallows Cp
= Mallows Cp
{c}
{wiki=Mallows's_Cp}
For a normal linear model with known error variance $\sigma^2$, the scaled Akaike criterion differs by a model-independent constant from
$$
C_p=\|Y-\widehat\mu\|^2+2p\sigma^2.
$$
= Mallows Cp
{c}
{wiki=Mallows's_Cp}
For a normal linear model with known error variance $\sigma^2$, the scaled Akaike criterion differs by a model-independent constant from
$$
C_p=\|Y-\widehat\mu\|^2+2p\sigma^2.
$$