More Comments on C P
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...
Paper Details
Title
More Comments on C P
Published Date
Nov 1, 1995
Journal
Volume
37
Issue
4
Pages
362 - 362
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