![]() Mallows' Cp, Variable selection, Fp, Pp, GeometryĪplot.m (8.7 KB) - Mathematica Package ĪplotDemo.nb (8. A Mathematica package has been written to implement the approach. 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. If a formal testing procedure is to be performed, then a Pp plot is employed. 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 Cp or Fp plot is used. Mathematica was released in 1988 by Wolfram Research (founded in 1987 by Steven Wolfram).The core of Mathematica is built on the Wolfram Language which can be used to code programs.The Wolfram Language has broad applicability in multiple areas. The Cp, Fp and Pp plots are useful in their own right. Though not as popular as the Cp plot, Spjotvoll's Fp and Pp plots are also used in the variable selection procedure. Mallows' Cp plot is a useful tool for variable selection in linear regression. Finance, Statistics & Business Analysisįor the newest resources, visit Wolfram Repositories and Archives »Ī geometric interpretation of Mallows' Cp statistic and an alternative plot in variable selectionĬomputational Statistics & Data Analysis - Elsevier.Wolfram Knowledgebase Curated computable knowledge powering Wolfram|Alpha. Wolfram Universal Deployment System Instant deployment across cloud, desktop, mobile, and more. Wolfram Data Framework Semantic framework for real-world data.
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