Question: In this problem use the adjusted R2 criterion with the stepwise method model selection and the cv method for selecting the best model (in terms
In this problem use the adjusted R2 criterion with the stepwise method model selection and the cv method for selecting the best model (in terms of the smallest cross-validation prediction error, called CV PRESS) in each step. Specify that fivefold cross-validation method to be used. Also specify that, in addition to the R2 adj and CV PRESS, the statistics Cp, AIC and SBC to be included in the model fit summaries. Discuss the results of this analysis and compare it to the results of the stepwise selection using the significance level criterion
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