Questions in this problem should be answered using the data set file of "HM5.txt". x1,x2,...,x10 are predictors and y is
Posted: Mon Nov 15, 2021 9:54 am
Questions in this problem should be answered using the data set
file of "HM5.txt".
x1,x2,...,x10 are predictors and y is the response variable.
(a) Perform the best subset selection to choose the best model from
the possible
predictors, x1,x2,...,x10. What is the best model obtained
according to Cp, BIC
and adjusted R2, respectively? Show some plots to provide evidence
for your
answer, and report the coefficients of the corresponding best model
obtained.
(b) Perform the forward stepwise selection to choose the best model
from the
possible predictors, x1,x2,...,x10. What is the best model obtained
according to
Cp, BIC and adjusted R2, respectively? Show some plots to provide
evidence for
your answer, and report the coefficients of the corresponding best
model obtained.
(c) Perform the backward stepwise selection to choose the best
model from the
possible predictors, x1,x2,...,x10. What is the best model obtained
according to
Cp, BIC and adjusted R2, respectively? Show some plots to provide
evidence for
your answer, and report the coefficients of the corresponding best
model obtained.
"y" "x1" "x2" "x3" "x4" "x5" "x6" "x7" "x8" "x9" "x10"
"1" 1.49615331765718 -0.494856257478446 -0.534808968455897 -
0.0842540325639559 -0.412096629434144 -0.0767877418003477 -
0.312840023145215 -0.093890845042741 -0.255476314555778
-0.107658665889508
-0.219558033540726
"2" 3.00751242428284 0.126008911655113 -0.696023056518074 -
0.0492091606185293 -0.420506430716981 -0.0750918243104011 -
0.313213926683062 -0.0938165312547591 -0.255491946669652 -
0.107655578443545 -0.219558666225713
"3" 1.69221620186714 -0.0801693163188534 -0.703622351991196 -
0.0499612948494157 -0.420541040009391 -0.0750940743051939 -
0.313214041790524 -0.0938165377132556 -0.255491947010013 -
0.107655578461633 -0.219558666226668
"4" 1.98369682037262 0.865938344195721 -0.168184094615665
0.139727295220569 -0.338392541121516 -0.0460128318747241 -
0.301874683221192 -0.0898384920533172 -0.254014157631666 -
0.107140195314284 -0.219372170146669
"5" 2.76365398713082 0.111744439323611 -0.698506275077708 -
0.0493926698721941 -0.42052132303836 -0.075092750761994
-0.313213987698312
-0.0938165347736713 -0.255491946880401 -0.107655578455222 -
0.219558666226377
"6" 3.60505817164572 0.309311568295062 -0.638218049967747 -
0.041034622421585 -0.419176885132183 -0.0749197500567974 -
0.313189646855315 -0.0938134617981915 -0.255491536470753 -
0.107655527015992 -0.219558659537768
"7" 2.28355235876888 -0.572839529330385 -0.475591133904052 -
0.103355670265992 -0.405325972221206 -0.0786286165751413 -
0.312309815544849 -0.094024655407268 -0.255441224511441
-0.107667184042193
-0.219555911015506
"8" 1.95083969506771 0.697181267002199 -0.357491688160414
0.0493346583566815 -0.38591700116229 -0.0652168021292356 -
0.310110831993526 -0.0929393411461887 -0.255229377982913 -
0.107581793977258 -0.219537152858464
"9" 1.99229806012377 -0.811368252611294 -0.240476948458353 -
0.202602587426383 -0.358927019727169 -0.0953927778836757 -
0.305848208889866 -0.0962213182658348 -0.254660584327854 -
0.107925402382008 -0.219467802155565
"10" 1.837069361757 -0.355413940181862 -0.619017848237597 -
0.06249514121038 -0.418318278436835 -0.0754139488781774
-0.313163407140412
-0.0938237468700417 -0.255490860200474 -0.107655732273848 -
0.219558643640184
"11" 2.97375564692882 0.0852088739398759 -0.702351555542619 -
0.0496302935099435 -0.420537520636115 -0.0750936008247376 -
0.313214035125046 -0.0938165371000949 -0.25549194699936
-0.10765557846087
-0.219558666226653
"12" 1.65396004713411 0.0914675705318665 -0.701535348641618 -
0.0495851418018427 -0.420534779789175 -0.0750934733780247 -
0.313214028855908 -0.0938165368302435 -0.255491946987306 -
0.107655578460372 -0.219558666226632
"13" 3.68754447463026 -0.200396234842177 -0.679993523684156 -
0.0520559876127204 -0.42032660477892 -0.0751115860969718 -
0.313212480451175 -0.0938166625309755 -0.255491936457967 -
0.107655579298671 -0.219558666157789
file of "HM5.txt".
x1,x2,...,x10 are predictors and y is the response variable.
(a) Perform the best subset selection to choose the best model from
the possible
predictors, x1,x2,...,x10. What is the best model obtained
according to Cp, BIC
and adjusted R2, respectively? Show some plots to provide evidence
for your
answer, and report the coefficients of the corresponding best model
obtained.
(b) Perform the forward stepwise selection to choose the best model
from the
possible predictors, x1,x2,...,x10. What is the best model obtained
according to
Cp, BIC and adjusted R2, respectively? Show some plots to provide
evidence for
your answer, and report the coefficients of the corresponding best
model obtained.
(c) Perform the backward stepwise selection to choose the best
model from the
possible predictors, x1,x2,...,x10. What is the best model obtained
according to
Cp, BIC and adjusted R2, respectively? Show some plots to provide
evidence for
your answer, and report the coefficients of the corresponding best
model obtained.
"y" "x1" "x2" "x3" "x4" "x5" "x6" "x7" "x8" "x9" "x10"
"1" 1.49615331765718 -0.494856257478446 -0.534808968455897 -
0.0842540325639559 -0.412096629434144 -0.0767877418003477 -
0.312840023145215 -0.093890845042741 -0.255476314555778
-0.107658665889508
-0.219558033540726
"2" 3.00751242428284 0.126008911655113 -0.696023056518074 -
0.0492091606185293 -0.420506430716981 -0.0750918243104011 -
0.313213926683062 -0.0938165312547591 -0.255491946669652 -
0.107655578443545 -0.219558666225713
"3" 1.69221620186714 -0.0801693163188534 -0.703622351991196 -
0.0499612948494157 -0.420541040009391 -0.0750940743051939 -
0.313214041790524 -0.0938165377132556 -0.255491947010013 -
0.107655578461633 -0.219558666226668
"4" 1.98369682037262 0.865938344195721 -0.168184094615665
0.139727295220569 -0.338392541121516 -0.0460128318747241 -
0.301874683221192 -0.0898384920533172 -0.254014157631666 -
0.107140195314284 -0.219372170146669
"5" 2.76365398713082 0.111744439323611 -0.698506275077708 -
0.0493926698721941 -0.42052132303836 -0.075092750761994
-0.313213987698312
-0.0938165347736713 -0.255491946880401 -0.107655578455222 -
0.219558666226377
"6" 3.60505817164572 0.309311568295062 -0.638218049967747 -
0.041034622421585 -0.419176885132183 -0.0749197500567974 -
0.313189646855315 -0.0938134617981915 -0.255491536470753 -
0.107655527015992 -0.219558659537768
"7" 2.28355235876888 -0.572839529330385 -0.475591133904052 -
0.103355670265992 -0.405325972221206 -0.0786286165751413 -
0.312309815544849 -0.094024655407268 -0.255441224511441
-0.107667184042193
-0.219555911015506
"8" 1.95083969506771 0.697181267002199 -0.357491688160414
0.0493346583566815 -0.38591700116229 -0.0652168021292356 -
0.310110831993526 -0.0929393411461887 -0.255229377982913 -
0.107581793977258 -0.219537152858464
"9" 1.99229806012377 -0.811368252611294 -0.240476948458353 -
0.202602587426383 -0.358927019727169 -0.0953927778836757 -
0.305848208889866 -0.0962213182658348 -0.254660584327854 -
0.107925402382008 -0.219467802155565
"10" 1.837069361757 -0.355413940181862 -0.619017848237597 -
0.06249514121038 -0.418318278436835 -0.0754139488781774
-0.313163407140412
-0.0938237468700417 -0.255490860200474 -0.107655732273848 -
0.219558643640184
"11" 2.97375564692882 0.0852088739398759 -0.702351555542619 -
0.0496302935099435 -0.420537520636115 -0.0750936008247376 -
0.313214035125046 -0.0938165371000949 -0.25549194699936
-0.10765557846087
-0.219558666226653
"12" 1.65396004713411 0.0914675705318665 -0.701535348641618 -
0.0495851418018427 -0.420534779789175 -0.0750934733780247 -
0.313214028855908 -0.0938165368302435 -0.255491946987306 -
0.107655578460372 -0.219558666226632
"13" 3.68754447463026 -0.200396234842177 -0.679993523684156 -
0.0520559876127204 -0.42032660477892 -0.0751115860969718 -
0.313212480451175 -0.0938166625309755 -0.255491936457967 -
0.107655579298671 -0.219558666157789