Using a Truncated C p Statistic for Variable Selection in Multiple Linear Regression

DOI10.1080/03610910903480792zbMath1182.62144OpenAlexW1485200244MaRDI QIDQ5305518

S. J. Steel, D. W. Uys

Publication date: 22 March 2010

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910903480792

zbMATH Keywords

variable selectioncoordinate-free formulation\(C_p\) statistic

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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