Cp Mellow Criterion

SSE p
Cp= −( n−2 p)
MSE( Full)

Ide awalnya adalah membandingkan subset model dengan full model.

Contohnya empirisnya:

Y X1 X2 X3 X4 X5
3067 58.8 7107 21 129 52
2828 65.2 6373 22 141 68
2891 70.9 6796 22 153 29
Full modelnya
2994 77.4 9208 20 166 23
3082 79.3 14792 25 193 40
3898 81 14564 23 189 14
Variables Entered/Removedb
3502 71.9 11964 20 175 96
3060 63.9 13526 23 186 94 Variables Variables
3211 54.5 12656 20 190 54 Model Entered Removed Method
3286 39.5 14119 20 187 37 1 X5, X3, X2, X1,
3542 44.5 16691 22 195 42 . Enter
X4a
3125 43.6 14571 19 206 22
3022 56 13619 22 198 28 a. All requested variables entered.

2922 64.7 14575 22 192 7 b. Dependent Variable: Y

3950 73 14556 21 191 42
4488 78.9 18573 21 200 33
3295 79.4 15618 22 200 92

Model Summary

Adjusted R Std. Error of the

Model R R Square Square Estimate

1 .880a .774 .671 256.318

a. Predictors: (Constant), X5, X3, X2, X1, X4

ANOVAb

Model Sum of Squares df Mean Square F Sig.

1 Regression 2469940.739 5 493988.148 7.519 .003a

Residual 722690.790 11 65699.163

Total 3192631.529 16

a. Predictors: (Constant), X5, X3, X2, X1, X4

b. Dependent Variable: Y
 Coefficientsa

Standardized
Unstandardized Coefficients Coefficients

Model B Std. Error Beta t Sig.

1 (Constant) 6487.352 1371.648 4.730 .001

X1 14.117 5.330 .427 2.648 .023

X2 .214 .047 1.688 4.545 .001

X3 -126.999 49.444 -.416 -2.569 .026

X4 -22.378 7.565 -1.102 -2.958 .013

X5 -1.349 2.380 -.083 -.567 .582

a. Dependent Variable: Y

Dengan Metode Backward

Variables Entered/Removedb

Variables Variables
Model Entered Removed Method

1 X5, X3, X2, X1,

. Enter
X4a

2 Backward
(criterion:
Probability
. X5
of F-to-
remove
>= .100).

a. All requested variables entered.

b. Dependent Variable: Y

Model Summary

Adjusted R Std. Error of the

Model R R Square Square Estimate

1 .880a .774 .671 256.318

2 .876b .767 .689 248.964

a. Predictors: (Constant), X5, X3, X2, X1, X4

b. Predictors: (Constant), X3, X2, X1, X4

 ANOVAc

Model Sum of Squares df Mean Square F Sig.

1 Regression 2469940.739 5 493988.148 7.519 .003a

Residual 722690.790 11 65699.163

Total 3192631.529 16

2 Regression 2448834.010 4 612208.502 9.877 .001b

Residual 743797.520 12 61983.127

Total 3192631.529 16

a. Predictors: (Constant), X5, X3, X2, X1, X4

b. Predictors: (Constant), X3, X2, X1, X4

c. Dependent Variable: Y

Coefficientsa

Standardized
Unstandardized Coefficients Coefficients

Model B Std. Error Beta t Sig.

1 (Constant) 6487.352 1371.648 4.730 .001

X1 14.117 5.330 .427 2.648 .023

X2 .214 .047 1.688 4.545 .001

X3 -126.999 49.444 -.416 -2.569 .026

X4 -22.378 7.565 -1.102 -2.958 .013

X5 -1.349 2.380 -.083 -.567 .582

2 (Constant) 6360.337 1314.392 4.839 .000

X1 13.869 5.160 .419 2.688 .020

X2 .212 .046 1.671 4.648 .001

X3 -126.690 48.022 -.415 -2.638 .022

X4 -21.818 7.285 -1.074 -2.995 .011

a. Dependent Variable: Y

Excluded Variablesb

Collinearity
Statistics
Partial
Model Beta In t Sig. Correlation Tolerance

2 X5 -.083a -.567 .582 -.168 .960

a. Predictors in the Model: (Constant), X3, X2, X1, X4

b. Dependent Variable: Y
 743797,520
Cp= −( 17−2 ( 5 ) )=4,3
65699,163

Dengan Metode Forward

Variables Entered/Removeda

Variables Variables
Model Entered Removed Method

1 Forward
(Criterion:
Probability-
X2 .
of-F-to-
enter <= .
050)

2 Forward
(Criterion:
Probability-
X4 .
of-F-to-
enter <= .
050)

a. Dependent Variable: Y

Model Summary

Adjusted R Std. Error of the

Model R R Square Square Estimate

1 .631a .398 .358 358.000

2 .758b .574 .513 311.604

a. Predictors: (Constant), X2

b. Predictors: (Constant), X2, X4

 ANOVAc

Model Sum of Squares df Mean Square F Sig.

1 Regression 1270172.193 1 1270172.193 9.911 .007a

Residual 1922459.336 15 128163.956

Total 3192631.529 16

2 Regression 1833270.524 2 916635.262 9.440 .003b

Residual 1359361.005 14 97097.215

Total 3192631.529 16

a. Predictors: (Constant), X2

b. Predictors: (Constant), X2, X4

c. Dependent Variable: Y

Coefficientsa

Standardized
Unstandardized Coefficients Coefficients

Model B Std. Error Beta t Sig.

1 (Constant) 2273.088 338.697 6.711 .000

X2 .080 .025 .631 3.148 .007

2 (Constant) 4600.805 1010.545 4.553 .000

X2 .203 .056 1.606 3.642 .003

X4 -21.567 8.956 -1.062 -2.408 .030

a. Dependent Variable: Y

Excluded Variablesc

Collinearity
Statistics
Partial
Model Beta In t Sig. Correlation Tolerance

1 X1 .301a 1.575 .138 .388 .999

X3 -.157a -.770 .454 -.202 .989

X4 -1.062a -2.408 .030 -.541 .156

X5 .005a .023 .982 .006 .988

2 X1 .243b 1.427 .177 .368 .976

X3 -.234b -1.353 .199 -.351 .962

X5 -.057b -.313 .759 -.086 .967

a. Predictors in the Model: (Constant), X2

b. Predictors in the Model: (Constant), X2, X4

c. Dependent Variable: Y

Untuk model yang pertama:

1922459.336
Cp= −( 17−2 ( 2 ) )=16.3
65699.163
Untuk Model yang kedua:

1359361.005
Cp= −( 17−2 ( 3 ) )=9.7
65699.163

Dengan Metode Stepwise

Variables Entered/Removeda

Variables Variables
Model Entered Removed Method

1 Stepwise
(Criteria:
Probability-
of-F-to-
enter <= .
X2 .
050,
Probability-
of-F-to-
remove
>= .100).

2 Stepwise
(Criteria:
Probability-
of-F-to-
enter <= .
X4 .
050,
Probability-
of-F-to-
remove
>= .100).

a. Dependent Variable: Y

Model Summary

Adjusted R Std. Error of the

Model R R Square Square Estimate

1 .631a .398 .358 358.000

2 .758b .574 .513 311.604

a. Predictors: (Constant), X2

b. Predictors: (Constant), X2, X4

 ANOVAc

Model Sum of Squares df Mean Square F Sig.

1 Regression 1270172.193 1 1270172.193 9.911 .007a

Residual 1922459.336 15 128163.956

Total 3192631.529 16

2 Regression 1833270.524 2 916635.262 9.440 .003b

Residual 1359361.005 14 97097.215

Total 3192631.529 16

a. Predictors: (Constant), X2

b. Predictors: (Constant), X2, X4

c. Dependent Variable: Y

Coefficientsa

Standardized
Unstandardized Coefficients Coefficients

Model B Std. Error Beta t Sig.

1 (Constant) 2273.088 338.697 6.711 .000

X2 .080 .025 .631 3.148 .007

2 (Constant) 4600.805 1010.545 4.553 .000

X2 .203 .056 1.606 3.642 .003

X4 -21.567 8.956 -1.062 -2.408 .030

a. Dependent Variable: Y

Excluded Variablesc

Collinearity
Statistics
Partial
Model Beta In t Sig. Correlation Tolerance

1 X1 .301a 1.575 .138 .388 .999

X3 -.157a -.770 .454 -.202 .989

X4 -1.062a -2.408 .030 -.541 .156

X5 .005a .023 .982 .006 .988

2 X1 .243b 1.427 .177 .368 .976

X3 -.234b -1.353 .199 -.351 .962

X5 -.057b -.313 .759 -.086 .967

a. Predictors in the Model: (Constant), X2

b. Predictors in the Model: (Constant), X2, X4

c. Dependent Variable: Y

R-Sq R-Sq(Adj) Cp-Mallows S 1 2 3 4 5

39.8 35.8 16.3 358 X
57.4 51.3 9.7 311.6 X X
63.2 54.7 8.9 300.66 X X X
76.7 68.9 4.3 248.96 X X X X
77.4 67.1 6 256.32 X X X X X