Example 55.5: Creating a Cp Plot

The REG Procedure

Example 55.5: Creating a C_p Plot

The C_p statistics for model selection are plotted against the number of parameters in the model, and the CHOCKING= and CMALLOWS= options draw useful reference lines. Note the four default statistics in the plot margin, the default model equation, and the default legend in Output 55.5.1.

   title 'Cp Plot with Reference Lines';
   symbol1 c=green;
   proc reg data=fitness;
      model Oxygen=Age Weight RunTime RunPulse RestPulse MaxPulse
            / selection=rsquare noprint;
      plot cp.*np.
           / chocking=red  cmallows=blue
             vaxis=0 to 15 by 5 cframe=ligr;
   run;

Output 55.5.1: C _p Plot

Using the criteria suggested by Hocking (1976) (see the section "Dictionary of PLOT Statement Options"), Output 55.5.1 indicates that a 6-variable model is a reasonable choice for doing parameter estimation, while a 5-variable model may be suitable for doing prediction.

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