1. We perform best subset, forward stepwise, and backward stepwise selection on a single data set. For each approach, we obtainp+ 1 models, containing 0,1,2, . . . , ppredictors. Explain your answers:
2. (a) Which of the three models withkpredictors has the smallesttrainingRSS?
3. (b) Which of the three models withkpredictors has the smallesttestRSS?
4. (c) True or False:
5. The predictors in thek-variable model identified by forward stepwise are a subset of the predictors in the (k+1)-variable model identified by forward stepwise selection.
6. The predictors in thek-variable model identified by back- ward stepwise are a subset of the predictors in the (k+ 1)- variable model identified by backward stepwise selection.
7. The predictors in thek-variable model identified by back- ward stepwise are a subset of the predictors in the (k+ 1)- variable model identified by forward stepwise selection.
8. The predictors in thek-variable model identified by forward stepwise are a subset of the predictors in the (k+1)-variable model identified by backward stepwise selection.
9. The predictors in thek-variable model identified by best subset are a subset of the predictors in the (k+ 1)-variable model identified by best subset selection.