Computes the estimated mean square error of prediction for each model
selected assuming that the values of the regressors are fixed and that the
model is correct.
$$MSE((n + p) / n)$$
where \(MSE = SSE / (n - p)\), n is the sample size and p is the number of predictors including the intercept
References
Akaike, H. (1969). <U+201C>Fitting Autoregressive Models for Prediction.<U+201D> Annals of the Institute of Statistical
Mathematics 21:243<U+2013>247.
Judge, G. G., Griffiths, W. E., Hill, R. C., and Lee, T.-C. (1980). The Theory and Practice of Econometrics.
New York: John Wiley & Sons.