A statistic for allocating cp to individual cases

Sanford Weisberg

doi:10.1080/00401706.1981.10486233

A statistic for allocating c_p to individual cases

Sanford Weisberg

Statistics (Twin Cities)

Research output: Contribution to journal › Article › peer-review

14 Scopus citations

Abstract

A subdivision of the C_p, 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 C_p and as a diagnostic procedure. © 1981 Taylor & Francis Group, LLC.

Original language	English (US)
Pages (from-to)	27-31
Number of pages	5
Journal	Technometrics
Volume	23
Issue number	1
DOIs	https://doi.org/10.1080/00401706.1981.10486233
State	Published - 1981

Keywords

Linear regression
Residual analysis
Variable selection

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10.1080/00401706.1981.10486233

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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. {\textcopyright} 1981 Taylor & Francis Group, LLC.",

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AB - 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.

KW - Linear regression

KW - Residual analysis

KW - Variable selection

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