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Some Comments onCp

 

作者: C.L. Mallows,  

 

期刊: Technometrics  （Taylor Available online 1973）
卷期: Volume 15, issue 4  

页码: 661-675

 

ISSN:0040-1706

 

年代: 1973

 

DOI:10.1080/00401706.1973.10489103

 

出版商: Taylor & Francis Group

 

关键词: Linear Regression;Selection of Variables;Ridge Regression

 

数据来源: Taylor

 

摘要:

We discuss the interpretation ofCp-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.

 

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