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
Interpretation (philosophy)Range (aeronautics)Linear regressionRidgeRegressionMathematicsSelection (genetic algorithm)Basis (linear algebra)StatisticsEconometricsComputer scienceAlgorithmArtificial intelligenceGeographyCartographyEngineeringGeometryProgramming language
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Publication Info
- Year
- 1973
- Type
- article
- Volume
- 15
- Issue
- 4
- Pages
- 661-675
- Citations
- 374
- Access
- Closed
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Cite This
C. L. Mallows
(1973).
Some Comments on<i>C</i><sub><i>p</i></sub>.
Technometrics
, 15
(4)
, 661-675.
https://doi.org/10.1080/00401706.1973.10489103
Identifiers
- DOI
- 10.1080/00401706.1973.10489103