R help - May 2005 - question about k in step

>?step
.... 
'step' uses 'add1' and 'drop1' repeatedly; it will work
for any
     method for which they work, and that is determined by having a
     valid method for 'extractAIC'. When the additive constant can be
     chosen so that AIC is equal to Mallows' Cp, this is done and the
     tables are labelled appropriately.

so my question is :what constant should i choose so i can get Mallows' Cp
instead of AIC?

On Mon, 9 May 2005, ronggui wrote:
>> ?step
> ....
> 'step' uses 'add1' and 'drop1' repeatedly; it will
work for any
>     method for which they work, and that is determined by having a
>     valid method for 'extractAIC'. When the additive constant can
be
>     chosen so that AIC is equal to Mallows' Cp, this is done and the
>     tables are labelled appropriately.
>
> so my question is :what constant should i choose so i can get Mallows' 
> Cp instead of AIC?
k=2, that is AIC.  Under some circumstances Cp = AIC+const (as it says), 
and then the const is chosen so that AIC (which is only determined up to a 
const) is equal to Cp (which is defined exactly, at least by Mallows).

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
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