Some Comments on Cp


Mallows, C. L.   (2000, ASQ and American Statistical Association)   Bell Laboratories, Murray Hill, NJ

Technometrics    Vol. 42    No. 1
QICID: 13870    February 2000    pp. 87-94
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Article Abstract

[This abstract is based on the author's abstract.] The interpretation of Cp-plots is discussed. It is shown how they can be calibrated in several ways. Also under discussion is the use of the display for formal selection of a subset-regression model. The range of application of the device is extended to arbitrary linear estimates of the regression coefficients, including, for example, Ridge estimates.


Linear regression,Graphical methods

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