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gilmour  

The Interpretation of Adjusted Cp Statistic
View on CRAN: Click here


Download and install gilmour package within the R console
Install from CRAN:
install.packages("gilmour")

Install from Github:
library("remotes")
install_github("cran/gilmour")

Install by package version:
library("remotes")
install_version("gilmour", "0.1.1")



Attach the package and use:
library("gilmour")
Maintained by
Josef Dolejs
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-07-01
Latest Update: 2025-07-10
Description:
Several methods may be found for selecting a subset of regressors from a set of k candidate variables in multiple linear regression. One possibility is to evaluate all possible regression models and comparing them using Mallows's Cp statistic (Cp) according to Gilmour original study. Full model is calculated, all possible combinations of regressors are generated, adjusted Cp for each submodel are computed, and the submodel with the minimum adjusted value Cp (ModelMin) is calculated. To identify the final model, the package applies a sequence of hypothesis tests on submodels nested within ModelMin, following the approach outlined in Gilmour's original paper. For more details see the help of the function final_model() and the original study (1996) <doi:10.2307/2348411>.
How to cite:
Josef Dolejs (2025). gilmour: The Interpretation of Adjusted Cp Statistic. R package version 0.1.1, https://cran.r-project.org/web/packages/gilmour. Accessed 27 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:44), 0.1.0 (2025-07-01 16:50)
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