| Summary: | 碩士 === 國立中央大學 === 統計研究所 === 97 === Base on multiple linear regression, the statistic, Cp, is usually used to do model selection. In this thesis, we use the robust likelihood technique introduced by Royall and Tsou (2003) to construct a roubust Cp (ATp) under the normal working model. By way of simulations, ATp not only adjusts some defects on Cp, but also is better than RCp (Ronchetti and Staudte, 1994) and RTp (Sommer and Huggins, 1996) which are the other roubust Cp statistics if the normal assumption is wrong. In addition, we use two real examples to demonstate.
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