Question: Consider the jet engine thrust data in Exercise 12-96 and 12-97. Define the response and regressors as in Exercise 12-97. (a) Use all possible regressions

Consider the jet engine thrust data in Exercise 12-96 and 12-97.

Define the response and regressors as in Exercise 12-97.

(a) Use all possible regressions to select the best regression equation, where the model with the minimum value of MSE is to be selected as “best.’’

(b) Repeat part

(a) using the CP criterion to identify the best equation.

(c) Use stepwise regression to select a subset regression model.

(d) Compare the models obtained in parts (a), (b), and

(c) above.

(e) Consider the three-variable regression model. Calculate the variance inflation factors for this model. Would you conclude that multicollinearity is a problem in this model?

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