Consider the arsenic data in Exercise 12-12.

Use arsenic in nails as the response and age, drink use, and cook use as the regressors. Build regression models for the data using the following techniques:

(a) All possible regressions.

(b) Stepwise regression.

(c) Forward selection.

(d) Backward elimination.

(e) Comment on the models obtained. Which model would you prefer? Why?

(f) Now construct an indicator variable and add the person’s sex to the list of regressors. Repeat the model building in the previous parts. Does your conclusion in part

(e) change?