Question: 1. We perform best subset, forward stepwise, and backward stepwise selection on a single data set. For each approach, we obtain p + 1 models,
1. We perform best subset, forward stepwise, and backward stepwise selection on a single data set. For each approach, we obtain p + 1 models, containing 0, 1, 2, . . . ,p predictors. Explain your answers: (a) Which of the three models with k predictors has the smallest training RSS? (b) Which of the three models with k predictors has the smallest test RSS? (c) True or False: i. The predictors in the k-variable model identified by forward stepwise are a subset of the predictors in the (k+1)-variable model identified by forward stepwise selection. ii. The predictors in the k-variable model identified by backward stepwise are a subset of the predictors in the (k + 1)-variable model identified by backward stepwise selection. iii. The predictors in the k-variable model identified by backward stepwise are a subset of the predictors in the (k + 1)-variable model identified by forward stepwise selection. iv. The predictors in the k-variable model identified by forward stepwise are a subset of the predictors in the (k+1)-variable model identified by backward stepwise selection. v. The predictors in the k-variable model identified by best subset are a subset of the predictors in the (k + 1)-variable model identified by best subset selection.
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
