Suppose we have a set of 10 possible X -variables and that the model with an intercept term and all 10 X -variables has SSE = 1150. The sample size is n = 100 and SSTO = 5200. Consider two models that...

Suppose we have a set of 10 possible
X-variables and that the model with an intercept term and all 10
X-variables has SSE = 1150. The sample size is n = 100 and SSTO = 5200. Consider two models that use subsets of the ten
x-variables to predict
y:

  • Model A with an intercept term and four
    x-variables with SSE = 1300.

  • Model B with an intercept term and five
    x-variables with SSE = 1210.



  1. Calculate
    R
    2
    adj
    for models A and B. (Remember that
    p
    is the number of regression parameters including the intercept!)

  2. Calculate the AICp
    and BICp
    values for models A and B.

  3. Calculate the values of Cp
    for models A and B and indicate whether these values are desirable values for the Cp
    statistic.


Explain which of models A and B you prefer based on the results of (a), (b), and (c)?


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Hello, I need to see steps so I can compare to my work and understand my mistakes. Thank you! Suppose we have a set of 10 possible X-variables and that the model with an intercept term and all 10 X-variables has SSE = 1150. The sample size is n = 100 and SSTO = 5200. Consider two models that use subsets of the ten x-variables to predict y: Model A with an intercept term and four x-variables with SSE = 1300. Model B with an intercept term and five x-variables with SSE = 1210. Calculate R2adj for models A and B. (Remember that p is the number of regression parameters including the intercept!) Calculate the AICp and BICp values for models A and B. Calculate the values of Cp for models A and B and indicate whether these values are desirable values for the Cp statistic. Explain which of models A and B you prefer based on the results of (a), (b), and (c)?



May 14, 2022
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