 It is suggested that one should choose a subset that has "Cp" approaching "P", from above, for a list of subsets ordered by increasing "P".In practice, the positive bias can be adjusted for by selecting a model from the ordered list of subsets, such that "Cp" < 2"P".Since the sample-based "Cp" statistic is an estimate of the MSPE, using "Cp" for model selection does not completely guard against overfitting.