Mallows' Cp Statistic I-Reference-Cited by-同舟云学术

Mallows' Cp Statistic I

Published:2014-09-29 Issue: Volume: Page:
ISSN:
Container-title:Wiley StatsRef: Statistics Reference Online
language:en
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Author:

Lance Charles E.

Abstract

AbstractMallows Cp statistic is used in multiple regression analysis to select models that contain smaller numbers of predictors from a larger number that is available for inclusion. Low values of Cp indicate regression models that are parsimonious yet still have good predictive ability.

Publisher

Wiley

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/9781118445112.stat06614

Reference13 articles.

1. Cross-Validation in Regression and Covariance Structure Analysis

2. Regression Diagnostics

3. The Variable Selection Problem

4. Criteria for Selection of a Subset Regression: Which One Should Be Used?

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