Mallows' Cp statistic estimates the size of the bias that is introduced into
the predicted responses by having an underspecified model. Use Mallows' Cp
to choose between multiple regression models. Look for models where
Mallows' Cp is small and close to the number of predictors in the model plus
the constant (p).
Hocking, R. R. (1976). <U+201C>The Analysis and Selection of Variables in a Linear Regression.<U+201D> Biometrics
Mallows, C. L. (1973). <U+201C>Some Comments on Cp.<U+201D> Technometrics 15:661<U+2013>675.