A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection

DOI10.1016/j.csda.2007.10.023zbMath1452.62514OpenAlexW2079491949MaRDI QIDQ1023683

Enis Siniksaran

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.10.023

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05)

Uses Software

• Mathematica

Cites Work

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• A simulation of the performance of \(C_{p}\) in model selection for logistic and Poisson regression
• Transformations, regression geometry and \(R^2\)
• Efficient algorithms for computing the best subset regression models for large-scale problems
• A graph approach to generate all possible regression submodels
• On the geometry ofF, Wald, LR, and LM tests in linear regression models
• The Ubiquitous Angle
• Statistical Methods: The Geometric Approach
• Ordering ordered parameters
• A Robust Version of Mallows's C p
• Generalized ridge regression and a generalization of theC_Pstatistic
• The Variable Selection Problem
• Variables Selection Using the Wald Test and a Robust C P
• Some Comments on C P

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