Question: Exercise 4 ( a ) Why is R 2 not suitable for model selection? ( b ) Instead, we want to use Leave - One

Exercise 4
(a) Why is R2 not suitable for model selection?
(b) Instead, we want to use Leave-One-Out Cross-Validation (LOOCV) to estimate the Mean Squared Error (MSE). For the given dataset: Calculate hat(y)1 by using the training set (y2,y3,y4) and (x2,x3,x4)
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 Exercise 4 (a) Why is R2 not suitable for model selection?

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