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Some Comments on CP

C. L. Mallows
Technometrics
Vol. 15, No. 4 (Nov., 1973), pp. 661-675
DOI: 10.2307/1267380
Stable URL: http://www.jstor.org/stable/1267380
Page Count: 15
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Some Comments on CP
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Abstract

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.

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