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Biometrika 1977 64(1):1-8; doi:10.1093/biomet/64.1.1
© 1977 by Biometrika Trust
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Alternatives to plotting CP in multiple regression

EMIL SPJØTVOLL

Department of Mathmatics and Statistics, Agricultural University of Norway Aas

Two plotsalternative to that of CP are presented. One, which is a simple linear transformation of CP, is based on the familiar Fstatistics for testing the adequacy of subset regressions. The other is based on the significance probalities of the F statistics. It is argued that the significance probabilities give a more accurate measure of the goodness of fit of a regression function than, for example, the distance of CP from p. Problems of selecting a set of adequate regression functions are discussed.

Key Words: Multiple inference • Multiple regression • Selection of variables


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