6.1C
We perform best subset, forward stepwise, and backward stepwise selection on a single data set. For each approach, we obtain p+1 models, containing 0,1,2,...,p predictors. Explain your answers:
(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?
(c) True or False:
i. The predictors in the k -variable model identified by forward stepwise are a subset of the predictors in the ( k+1 )-variable model identified by forward stepwise selection.
ii. The predictors in the k -variable model identified by backward stepwise are a subset of the predictors in the ( k+1 )-variable model identified by backward stepwise selection.
iii. The predictors in the k -variable model identified by backward stepwise are a subset of the predictors in the ( k+1 )-variable model identified by forward stepwise selection.
iv. The predictors in the k -variable model identified by forward stepwise are a subset of the predictors in the ( k+1 )-variable model identified by backward stepwise selection.
v. The predictors in the k -variable model identified by best subset are a subset of the predictors in the ( k+1 )-variable model identified by best subset selection.
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