Some Comments onCp
- 1 November 1973
- journal article
- research article
- Published by Taylor & Francis Ltd in Technometrics
- Vol. 15 (4), 661-675
- https://doi.org/10.1080/00401706.1973.10489103
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 estimates.Keywords
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