Question: Choose the best subset model based on Mallows Cp > bestsubset=regsubsets(dataset$Y~dataset$X1+dataset$X2+dataset$X3+dataset$X2 . 2+dataset$X3 . 2+dataset$X1* dataset$X2+dataset$X2dataset$X3+dataset$X1dataset$X3, data=dataset) > bestsummary=summary(bestsubset) > bestsummary Subset selection object Call:

Choose the best subset model based on Mallows Cp

> bestsubset=regsubsets(dataset$Y~dataset$X1+dataset$X2+dataset$X3+dataset$X2 . 2+dataset$X3 . 2+dataset$X1* dataset$X2+dataset$X2*dataset$X3+dataset$X1*dataset$X3, data=dataset) > bestsummary=summary(bestsubset) > bestsummary Subset selection object Call: regsubsets. formula(dataset$Y ~ dataset$X1 + dataset$X2 + dataset$X3 + dataset$X2.2 + dataset$X3.2 + dataset$X1 * dataset$X2 + dataset$XZ * dataset$X3 + dataset$X1 * dataset$X3, data = dataset) 8 Variables (and intercept) Forced in Forced out dataset$X11 FALSE FALSE dataset$X2 FALSE FALSE dataset$X3 FALSE FALSE dataset$X2. 2 FALSE FALSE dataset$X3.2 FALSE FALSE dataset$X11 : dataset$X2 FALSE FALSE dataset$X2: dataset$X3 FALSE FALSE dataset$X11 : dataset$X3 FALSE FALSE 1 subsets of each size up to 8 Selection Algorithm: exhaustive dataset$X11 dataset$X2 dataset$X3 dataset$X2.2 dataset$X3.2 dataset$X11 : dataset$X2 1 (1 ) " * 11 N (1) "* " 3 (1)"*1 DO NOUIA (1) "*1 I1 * 11 (1 ) "1 * 11 I1 42 11 11 3 11 (1)"*" 11 * 11 1 11 (1 ) I1 # 11 1 " * " 11 * 1 dataset$X2 : dataset$X3 dataset$X11 : dataset$X3 DONOUAWNY ( 1 (1 ) C (1 (1 ) " 1

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