More Comments onCp
Abstract
I study the typical configuration of a Cp plot when the number of variables in the regression problem is large and there are many weak effects. I show that a particular configuration that is very commonly seen can arise in a simple way. I give a formula by means of which the risk incurred by the “minimum CP ” rule can be...
Paper Details
Title
More Comments onCp
Published Date
Nov 1, 1995
Journal
Volume
37
Issue
4
Pages
362 - 372
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