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Consider a regression of Y|X = (X1, ,Xlo). For variable selection, backward selection has been adopted with four dierent types of criteria of A10, BIG,
Consider a regression of Y|X = (X1, ,Xlo). For variable selection, backward selection has been adopted with four dierent types of criteria of A10, BIG, 0? and PRESS. After the selection with the four, the selected predictors are all different. That is, any of the four criteria doa not give the same selection results. Then what will you choose among them? Explain your guideline
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