Question
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
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 subset of the predictors in the (k + 1)-variable model identified by forward stepwise selection. ii. The predictors in the k-variable model identified by backward stepwise are a subset of the predictors in the (k + 1)-variable model identified by backward stepwise selection. iii. The predictors in the k-variable model identified by backward stepwise are a subset of the predictors in the (k + 1)-variable model identified by forward stepwise selection. iv. The predictors in the k-variable model identified by forward stepwise are a subset of the predictors in the (k + 1)-variable model identified by backward stepwise selection. v. The predictors in the k-variable model identified by best subset are a subset of the predictors in the (k+ 1)-variable model identified by best subset selection
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