A simulation of the performance of Cp in model selection for logistic and Poisson regression
Computational Statistics & Data Analysis
Transformations, regression geometry and R2
Computational Statistics & Data Analysis
Introduction to Linear Regression Analysis, Solutions Manual (Wiley Series in Probability and Statistics)
A graph approach to generate all possible regression submodels
Computational Statistics & Data Analysis
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Mallows' C"p plot is a useful tool for variable selection in linear regression. Though not as popular as the C"p plot, Spjotvoll's F"p and P"p plots are also used in the variable selection procedure. The C"p, F"p and P"p plots are useful in their own right. If the interest is the direct measure of the amount of bias of the submodels and a distributional assumption is not made about the error term, a C"p or F"p plot is used. If a formal testing procedure is to be performed, then a P"p plot is employed. A geometrical approach is used in order to propose an alternative plot that unifies all the information in these three plots, and that has some advantages over them. A Mathematica package has been written to implement the approach.