Question: Show that in choosing the so-called best subset model from a series of candidate models, if the model is chosen that has the smallest s2,

Show that in choosing the so-called best subset model from a series of candidate models, if the model is chosen that has the smallest s2, this is equivalent to choosing the model with the smallest R2adj.

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12.71 Show that in choosing the so-called best subset model from a series of candidate models, choosing the model with the smallest s2 is equivalent to choosing the model with the smallest R2 adj .

Show that in choosing the so-called best subset model from a series of candidate models, choosing the model with the smallest s2 is equivalent to choosing the model with the smallest R2 adj.

Show that in choosing the so-called best subset model from a series of candidate models, choosing the model with the smallest s is equivalent to choosing the model with the smallest .

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