Answered: An engineer tries three different…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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An engineer tries three different methods for selecting a linear model. First she uses an informal method based on the F statistic, as described in Section 8.3. Then she runs the best subsets routine, and finds the model with the best adjusted R² and the one with the best Mallows’ C_p. It turns out that all three methods select the same model. The engineer says that since all three methods agree, this model must be the best one. One of her colleagues says that other models might be equally good. Who is right? Explain.

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