If a SELECTION= method is requested, the fitted model equation and the statistics displayed in the margin correspond to the selected model. For the ADJRSQ and CP methods, the selected model is treated as a submodel of the full model. If a CP.*NP. plot is requested, the CHOCKING= and CMALLOWS= options display model selection reference lines。

CHOCKING=color
requests reference lines corresponding to the equations  and , where  is the number of parameters in the full model (excluding the intercept) and  is the number of parameters in the subset model (including the intercept). The color must be specified; the  line is solid and the  line is dashed. Only PLOT statements of the form PLOT CP.*NP. produce these lines.

For the purpose of parameter estimation, Hocking (1976) suggests selecting a model where . For the purpose of prediction, Hocking suggests the criterion . You can request the single reference line  with the CMALLOWS= option. If, for example, you specify both CHOCKING=RED and CMALLOWS=BLUE, then the  line is red and the  line is blue

CMALLOWS=color
requests a  reference line, where  is the number of parameters (including the intercept) in the subset model. The color must be specified; the line is solid. Only PLOT statements of the form PLOT CP.*NP. produce this line.

Mallows (1973) suggests that all subset models with  small and near   be considered for further study. See the CHOCKING= option for related model-selection criteria。