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Only the number 5 vile validation set approach? 5. (3 points) Suppose that we use some statistical learning method to make a prediction for the

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Only the number 5

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vile validation set approach? 5. (3 points) Suppose that we use some statistical learning method to make a prediction for the response Y for a particular value of the predictor X. Carefully describe how we might estimate the standard deviation of our prediction. 6. (11 points) We perform best subset, forward stepwise, and backward stepwise selection on a single data set. For each approach, we obtain p + 1 models, containing 0, 1, 2, ..., p predictors. Explain your answers: (a) Which of the three models with k predictors has the smallest training RSS? (b) Which of the three models with k predictors has the smallest test RSS? (c) True or False (no explanation necessary; 1 point each): i. The predictors in the k-variable model identified by forward stepwise are a

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