MORE COMMENTS ON C-P

被引：69

作者：

MALLOWS, CL

机构：

来源：

TECHNOMETRICS | 1995年 / 37卷 / 04期

关键词：

PREDICTIVE MEAN SQUARED ERROR; REGRESSION; SUBSET SELECTION;

D O I：

10.2307/1269729

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

I study the typical configuration of a Cp plot when the number of variables in the regression problem is large and there are many weak effects. I show that a particular configuration that is very commonly seen can arise in a simple way. I give a formula by means of which the risk incurred by the ''minimum C-p'' rule can be estimated.

引用

页码：362 / 372

页数：11

共 13 条

[1]

Becker R. A., 1988, NEW S LANGUAGE

[2] BETTER SUBSET REGRESSION USING THE NONNEGATIVE GARROTE [J].