A Note on the Prediction Sum of Squares Statistic for Restricted Least Squares

American Statistician

Volumn 54, Issue 2, 2000, Pages 116-118

  Tarpey, Thaddeus ^a  

^a WRIGHT STATE UNIVERSITY   (United States)

Author keywords

Leave one out; Linear constraints; Regression

Indexed keywords

EID: 0034395530     PISSN: 00031305     EISSN: 15372731     Source Type: Journal    
DOI: 10.1080/00031305.2000.10474522     Document Type: Article

References (5)

1. Allen, D. M. (1974), “The Relationship Between Variable Selection and Data Augmentation and a Method for Prediction,” Technometrics, 16, 125-127.
2. Draper, N. R., and Smith, H. (1981), Applied Regression Analysis, New York: Wiley.
3. Eubank, R. L. (1988), Spline Smoothing and Nonparametric Regression, New York: Marcel Dekker, Inc.
4. Montgomery, D., and Peck, E. (1992), Introduction to Linear Regression Analysis, New York: Wiley.
5. Searle, S. R. (1971), Linear Models, New York: Wiley.