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