The multivariate Cp
- 1 January 1983
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 12 (15) , 1775-1793
- https://doi.org/10.1080/03610928308828569
Abstract
A brief derivation of theCp-statistic for variable selec-tion in multivariate regression is presented. The authors discuss sirrmltaneous test procedures and plots involving the Multivariate P-criterion.Keywords
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