Question: I. True/False/Uneertain - Briey explain. No credit without an explanation (8 marks each). 1. With thl'old cross validation, 10% of the sample data are never


I. True/False/Uneertain - Briey explain. No credit without an explanation (8 marks each). 1. With thl'old cross validation, 10% of the sample data are never used to estimate the model, just to estimate the TMSE. 2. TMSE with dross-validation is always decreasing when adding more Xs. so it is not a. good estimator for GMSE. 3. Using the bootstrap procedure for model averaging. every observation of the original sample will be selected at least once. 4. One can use the A10 and BIG to test the hypothesis H0 : f3; = 0 in a legit model. 5. The slope of the probit model is maximized when X=0
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