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Some Comments on CP
C. L. Mallows
Vol. 15, No. 4 (Nov., 1973), pp. 661-675
Published by: Taylor & Francis, Ltd. on behalf of American Statistical Association and American Society for Quality
Stable URL: http://www.jstor.org/stable/1267380
Page Count: 15
You can always find the topics here!Topics: Regression coefficients, Linear regression, Statistical variance, Least squares, Ellipsoids, Statistics, Statistical estimation, Statism, Point estimators, Mantels
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We discuss the interpretation of CP-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.
Technometrics © 1973 American Statistical Association