Question: 1. Suppose we have a data set, which has p predictors (input variables), and we perform model selection using (i) best subset selection (BSS), (ii)


1. Suppose we have a data set, which has p predictors (input variables), and we perform model selection using (i) best subset selection (BSS), (ii) forward stepwise selection (FWSS), and (iii) backward stepwise selection (BwSS). Specifically, using each of these three approaches, we determine the best model with k predictors for all possible values of k, that is, k = 1, 2, ..., p. a) For a given k, suppose we are comparing the models obtained by these three methods, that is, the model with k predictors obtained by BSS, FWSS, BWSS. Which of the three models will have the smallest RSS on the data we used to perform model selection? Explain your answer. b) Answer the following True or False questions: (i) The predictors in the k-predictor model identified by FWSS are a subset of predictors in the (k+1)-predictor model identified by FWSS. (ii) The predictors in the k-predictor model identified by BWSS are a subset of predictors in the (k+1)-predictor model identified by BwSS. (iii) The predictors in the k-predictor model identified by BSS are a subset of predictors in the (k+1)-predictor model identified by BSS. (iv) The predictors in the k-predictor model identified by BwSS are a subset of predictors in the (k+1)-predictor model identified by FWSS. (v) The predictors in the k-predictor model identified by FWSS are a subset of predictors in the (k+1)-predictor model identified by BwSS
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