scientific article; zbMATH DE number 4137201

MaRDI QIDQ3470020zbMATH OpenFDO

Authors Roy E. Welsch

Publication date 1989

zbMATH Keywords

C(p)-plotsridge regressionselection statisticsum of squares of errors

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Ridge regression; shrinkage estimators (Lasso) (62J07)

Recommendations

• A simple approach for varying-coefficient model selection
• A model selection method for S‐estimation
• scientific article; zbMATH DE number 5356146
• Model selection using the estimative and the approximate \(p^*\) predictive densities
• Efficient model selection in semivarying coefficient models
• A new method for estimation and model selection: \(\rho\)-estimation
• Model selection in the presence of incidental parameters
• Toward an objective and reproducible model choice via variable selection deviation

Cited in

(2)

• A geometric interpretation of Mallows' \(C_p\) statistic and an alternative plot in variable selection
• More Comments on C P

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3470020)