Question: Consider the F statistic for testing model (1) against model (14.0.1): (a) show that Cp = (s - p)(F - 2) + Sj (b) show

Consider the F statistic for testing model (1) against model (14.0.1):

(a) show that Cp = (s - p)(F - 2) + Sj

(b) show that, for a given value of p, the R2, Adj R2, and Cp criteria all induce the same rankings of models.

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