We perform best subset, forward stepwise and backward stepwise selection on a single dataset. For each approach we obtain p+1 models, containing 0,1,2,...,p predictors. Explain your answers: Question: 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?

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1. QUESTIONS
Question 1
We perform best subset, forward stepwise and backward stepwise selection on a single
dataset. For each approach we obtain p+1 models, containing 0,1,2,...,p predictors. Explain
your answers:
Question:
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?
Transcribed Image Text:1. QUESTIONS Question 1 We perform best subset, forward stepwise and backward stepwise selection on a single dataset. For each approach we obtain p+1 models, containing 0,1,2,...,p predictors. Explain your answers: Question: 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?
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