Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Problem 2. Download the prostate cancer data set from https://hastie.su.domains/ElemStatLearn/ The data set contains eight predictors (columns 1-8) and the outcome Y (column 9:

image text in transcribed

Problem 2. Download the prostate cancer data set from https://hastie.su.domains/ElemStatLearn/ The data set contains eight predictors (columns 1-8) and the outcome Y (column 9: Ipsa). The last column (column 10) is the train/test indicator. a. Perform the best subset selection with the training data set. In total, how many regres- sion model were fitted? (10 points) b. Report the best models based on BIC, adjusted R2, and Mallow's Cp in subset selection. (10 points) c. Perform the forward stepwise selection with the training data set. In total, how many regression models were fitted? (10 points) d. Report the best models based on BIC, adjusted R2, and Mallow's Cp in forward stepwise selection. (10 points) e. Perform LASSO regression with the training data set. Use 10-fold cross-validation. Report the best lambda value chosen based on cross-validation and the corresponding training MSE. If we the LASSO model with the best lambda as the tuning parameter, which variables stay in the model? (10 points) f. Perform ridge regression with the training data set. Use 10-fold cross-validation. Re- port the best lambda value chosen based on cross-validation and the corresponding train- ing MSE. (10 points) g. Compare the best models selected based on subset selection, forward selection, LASSO regression, and ridge ridge regression in terms of test MSE. (10 points)

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Elementary Linear Algebra with Applications

Authors: Bernard Kolman, David Hill

9th edition

132296543, 978-0132296540

More Books

Students also viewed these Mathematics questions

Question

Do women and men define morality differently?

Answered: 1 week ago

Question

How could you test the theory of erotic plasticity?

Answered: 1 week ago

Question

What are some moderator variables of sex differences in aggression?

Answered: 1 week ago