Abstract
We discuss the interpretation of C p -plots and show how they can be calibrated in several ways. We comment on the practice of using the display as a basis for formal selection of a subset-regression model, and extend the range of application of the device to encompass arbitrary linear estimates of the regression coefficients, for example Ridge estimates.
Keywords
Mathematics
Related Publications
Some Comments on<i>C</i><sub><i>p</i></sub>
We discuss the interpretation of C p -plots and show how they can be calibrated in several ways. We comment on the practice of using the display as a basis for formal selection ...
Better Subset Regression Using the Nonnegative Garrote
A new method, called the nonnegative (nn) garrote, is proposed for doing subset regression. It both shrinks and zeroes coefficients. In tests on real and simulated data, it prod...
Better Subset Regression Using the Nonnegative Garrote
Abstract A new method, called the nonnegative (nn) garrote, is proposed for doing subset regression. It both shrinks and zeroes coefficients. In tests on real and simulated data...
Regression Shrinkage and Selection Via the Lasso
SUMMARY We propose a new method for estimation in linear models. The ‘lasso’ minimizes the residual sum of squares subject to the sum of the absolute value of the coefficients b...
Some Applications of Radial Plots
Abstract A radial plot is a graphical display for comparing estimates that have differing precisions. It is a scatter plot of standardized estimates against reciprocals of stand...
Publication Info
- Year
- 1995
- Type
- article
- Volume
- 37
- Issue
- 4
- Pages
- 362-362
- Citations
- 1085
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
1085
OpenAlex
Cite This
Colin L. Mallows
(1995).
More Comments on C P.
Technometrics
, 37
(4)
, 362-362.
https://doi.org/10.2307/1269729
Identifiers
- DOI
- 10.2307/1269729