REGRESSION ANOVA MODEL SELECTION

R_SQUARED preferably adjusted
F test
Mallow's C criterion

www-stat.stanford.edu/~jtaylo/courses/stats203/notes/selection.pdf by Jon Taylor

Larsen Stat course http://statmaster.sdu.dk/courses/st111/module08/index.html

Multiple regression -ppt. inc forward/backward/stepwise/best-subset regression, some maths