How Many Variables Should be Entered in a Regression Equation?
研究了在回归分析中，为最小化均方预测误差，应纳入的自变量最优数量，发现该数量仅为数据点数的很小一部分，并提出了渐近最优的Sp准则。
Abstract The optimal number of regressors is determined to minimize mean squared prediction error and is shown to be a small fraction of the number of data points. As the number of regressors grows large, the Sp criterion provides an asymptotically optimal rule for the number of variables to enter.