Three regressions are fitted. The corresponding least Square estimates and MSE are given below. The numbers in parentheses are corresponding standard errors
Three regressions are fitted. The corresponding least Square estimates and MSE are given below. The numbers in parentheses are corresponding standard errors
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
![Q2: Three regressions are fitted. The corresponding least Square estimates
and MSE are given below. The numbers in parentheses are corresponding
standard errors
Y regressed on
B
MSE
B₂
B3
X₁, X2, X3, X₁ X₂
135 8.75
2.5
1.25
31.25
(1.98)
(1.98)
(1.98)
(1.98)
X1, X₂
135
8.75
2.5
27.5
(1.85) (1.85)
(1.85)
X₁
135
8.75
31.25
(1.98)
(1.98)
If the adjusted R² is used to select the optimal set of predictors from the three candidates
X1,(X1, X2), (X1, X2, X3)
1- Which candidate (s) would be selected? Please explain briefly.
2- Which of the three candidates in part (1) has or have the largest R²
3- Do you think there is a multicollinearity? Please explain briefly.
Bo](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fad237327-0fb8-4f81-abce-30b75f245242%2Fa5ed3b37-b28f-421e-8119-4ed279781d8b%2Fyulb7ra_processed.png&w=3840&q=75)
Transcribed Image Text:Q2: Three regressions are fitted. The corresponding least Square estimates
and MSE are given below. The numbers in parentheses are corresponding
standard errors
Y regressed on
B
MSE
B₂
B3
X₁, X2, X3, X₁ X₂
135 8.75
2.5
1.25
31.25
(1.98)
(1.98)
(1.98)
(1.98)
X1, X₂
135
8.75
2.5
27.5
(1.85) (1.85)
(1.85)
X₁
135
8.75
31.25
(1.98)
(1.98)
If the adjusted R² is used to select the optimal set of predictors from the three candidates
X1,(X1, X2), (X1, X2, X3)
1- Which candidate (s) would be selected? Please explain briefly.
2- Which of the three candidates in part (1) has or have the largest R²
3- Do you think there is a multicollinearity? Please explain briefly.
Bo
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