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STAT 501 Homework 9 Solution (Penn State)

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STAT 501 Homework 9 Solution (Penn State) 1. (15 points) (a) For X1, X2, and X3, AICp = 40× ln(465) − 40× ln(40) + 2 × 4 = 106.126 2. (8x6 = 48 points) (a) The best three-variabl ... e model includes the variables X1, X3 and X3X4. The Cp and 3. (11 points) (a) Model A: 4. (11 points) (a) Below is a table summarizing the prefered model according to each different criterion, as well as the optimal value for that criterion. 5. (15 points) (a) Best Subsets Regression: Y versus x1, x2, x3, x4 Response is Y R-Sq Vars R-Sq (adj) 1 58.5 57.2 1 3.6 0.7 2 65.6 63.6 2 61.0 58.6 3 66.4 63.2 R-Sq (pred) 54.1 0.0 60.0 55.3 58.1 Mallows x x x x Cp S 1234 6.29 ------- X 57.1 0.26342 X 1.7 0.15961 X X 6.0 0.17012 X X [Show More]

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