Letters to the editor :C, and prediction with many regressors: Comments on mallows (1995)

Technometrics

Volumn 39, Issue 1, 1997, Pages 115-116

  Van der Voet, Hilko ^a   Ter Braak, Cajo J F ^a  

^a WAGENINGEN UNIVERSITY   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85006879809     PISSN: 00401706     EISSN: 15372723     Source Type: Journal    
DOI: 10.1080/00401706.1997.10485473     Document Type: Article

References (11)

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3. Hurvich, C. M„ and Tsai, C. L. (1995), “Relative Rates of Convergence for Efficient Model Selection Criteria in Linear Regression,” Biometrika, 82, 418-425.
4. p," Technometrics, 37, 362-372.
5. Miller, A. J. (1990), Subset Selection in Regression, London: Chapman and Hall.
6. Picard, R. R., and Cook, R. D. (1984), “Cross-validation of Regression Models,” Journal of the American Statistical Association, 79, 575-583.
7. Shao, J. (1993), “Linear Model Selection by Cross-validation,” Journal of the American Statistical Association, 88, 486-494.
8. Stone, M. (1974), “Cross-validatory Choice and Assessment of Statistical Predictions,” Journal of the Royal Statistical Society, Ser. B, 36, 111-147.
9. Thompson, M. L. (1978a), “Selection of Variables in Multiple Regression: Part I. A Review and Evaluation,” International Statistical Review, 46, 1-19.
10. Thompson, M. L. (1978b), “Selection of Variables in Multiple Regression: Part II. Chosen Procedures, Computations and Examples,” International Statistical Review, 46, 129-146.
11. Venter, J. H., and Snyman, J. L. J. (1995), “A Note on the Generalised Cross-validation Criterion in Linear Model Selection,” Biometrika, 82, 215-219.