6.1. Numerical examples
In this subsection, we have considered four cases: 1. Clean data, 2. Data with outlier, 3. Data with
multicollinearity and 4. Data with outlier and multicollinearity. Example 6.1 illustrate the performance
of the Cp, Sp, Rp and GSp statistics for first two cases. However, Example 6.2 consider the last
two cases to study the correct subset selection performance of the Cp, Sp, Rp and GSp statistics