3) Suppose you wish to perform model selection in multiple regression, but your statistical program can only fit individual multiple regression models, and does not do best subset selection, stepwise selection, or backward selection. Which of these three model selection procedures will be easiest to implement by fitting a series of individual multiple regression models? Briefly explain how you would implement one of these three model selection procedures by fitting individual multiple regression models.

MATLAB: An Introduction with Applications
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3) Suppose you wish to perform model selection in multiple regression, but your statistical program can only fit individual multiple regression models, and does not do best subset selection, stepwise selection, or backward selection. Which of these three model selection procedures will be easiest to implement by fitting a series of individual multiple regression models? Briefly explain how you would implement one of these three model selection procedures by fitting individual multiple regression models.

 

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