A statistic for allocating cp to individual cases

Sanford Weisberg

Research output: Contribution to journalArticle

14 Scopus citations

Abstract

A subdivision of the Cp, statistic into individual components for each case is developed, and the properties of this statistic are outlined. This subdivision depends on both the change in fitted value or residual from the full model to the subset model and the change in leverage, but it does not depend directly on the values of the residuals. It is useful both as an aid in understanding Cp and as a diagnostic procedure. © 1981 Taylor & Francis Group, LLC.

Original languageEnglish (US)
Pages (from-to)27-31
Number of pages5
JournalTechnometrics
Volume23
Issue number1
DOIs
StatePublished - 1981

Keywords

  • Linear regression
  • Residual analysis
  • Variable selection

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