ols_hsp {olsrr} | R Documentation |
Hocking's Sp
Description
Average prediction mean squared error.
Usage
ols_hsp(model)
Arguments
model |
An object of class |
Details
Hocking's Sp criterion is an adjustment of the residual sum of Squares. Minimize this criterion.
MSE / (n - p - 1)
where MSE = SSE / (n - p)
, n is the sample size and p is the number of predictors including the intercept
Value
Hocking's Sp of the model.
References
Hocking, R. R. (1976). “The Analysis and Selection of Variables in a Linear Regression.” Biometrics 32:1–50.
See Also
Other model selection criteria:
ols_aic()
,
ols_apc()
,
ols_fpe()
,
ols_mallows_cp()
,
ols_msep()
,
ols_sbc()
,
ols_sbic()
Examples
model <- lm(mpg ~ disp + hp + wt + qsec, data = mtcars)
ols_hsp(model)
[Package olsrr version 0.6.0 Index]