a$)$ Now let us perform a large $$kitchen sink$$ regression where we use all of our variables to predict diabetes status:

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reg Outcome Pregnancies Glucose GlucIns Gluc$2$ BloodPressure SkinThickness Insulin BMI DiabetesPedigree Age BMIGluc BMI$2$ BMIInsulin Insulin$2$

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What is the R Squared of this regression?

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b$)$ Suppose a colleague is worried that the above model overfits the data. What does that mean in this context?

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c$)$ Let$$s now perform LASSO to mitigate this overfitting risk. Input the following command: