Chapter 10
Variable Selection and Model Building
10.1 a. With α = 0.10, the model chosen is y = β0 + β2x2 + β7x7 + β8x8 + ε.
b. With α = 0.10, the model chosen is y = β0 + β2x2 + β7x7 + β8x8 + ε.
c. With αIN = 0.05 and αOUT = 0.10, the model chosen is y = β0 + β2x2 + β7x7 + β8x8 + ε.
d. The three procedures chose the same model.
10.3 The choice of cut-off values is to prevent the circular addition-subtraction of the variables.
10.5 a. The model involves just x1 with R2p = 75.3%. Cp = −1.8 and 
= 3.12.
= 3.12.b. Stepwise leads to the same model involving just x1.
10.7 When FIN = FOUT = 4.0, the model involves only x6. However, when FIN = FOUT = 2.0, the model involves x6 and x7.
10.9 The model involves x1, x2, x3, and x4 with R2p = 95.3%, Cp = 5 and 
= .002.
= .002.10.11 The model is y = β0 + β1x1 + β2x2 + β4x4 which has a PRESS = 85.35 and R2Pred = 96.86%.
10.13 a. From Section 3.7, we get 
= (W′W)−1 W′y0 with 
. Therefore, 
which means that .
= (W′W)−1 W′y0 with . Therefore, which means that .b. Since we are fitting a model with only one regressor, the ...
Get Solutions Manual to Accompany Introduction to Linear Regression Analysis, 5th Edition now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
