- A Researcher Collected Data On Y And Four X Variables X X2 X3 X4 And He Wants To Obtain A Good Regression Model H 1 (274.54 KiB) Viewed 39 times
A researcher collected data on Y and four X-variables: X₁, X2, X3, X4, and he wants to obtain a good regression model. He is not sure which of the four X-variables should be included in the model. He provides you with the information shown below, namely, the SSR obtained when Y was regressed on every subset of the X-variables. Also given: SST = 100 (a) Use the R-Square method, to select the X-variables for the regression model. Use an increase in R²< 0.01, as your stopping criterion. State which variable entered first, which entered second, etc., then state the set of variables that were selected. Subset of variables SSR R2 42 Xz 49 X3 47 XA 38 X₁, X₂ 61 X1, X₂ 59 X₁, X4 70 X₂, X₂ 64 X2, X4 68 X₂, X₂ 66 X1, X₂, X₂ 72 X₂, X₂, X₂ 71 X1, X₂, X₂ X2, X₂, X 75 х1, х2, ха, ха 78 5 b) Explain why you could not possibly get this set of X-variables by using the Forward Stepwise method. CO