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Which of the following statements is TRUE about the stepwise selection procedure?
A. The stepwise selection procedure uses Adjusted R-square as the "best" model criterion.
B. Backward stepwise procedure and forward stepwise procedure would end up with the same "best" model.
C. The "best" model determined by the stepwise selection method is the same model as what would be selected by complete search but stepwise method is usually faster.
D. Different choices of alpha limits for variable selection may end up with different final models.

Respuesta :

Answer:

A. The stepwise selection procedure uses Adjusted R-square as the "best" model criterion.

Step-by-step explanation:

Stepwise regression is a model which uses variables in step by step manner. The procedure involves removal or inclusion of independent variables one by one. It adds the most significant independent variable and removes the less significant independent variable. Usually stepwise selection uses R-square or Mallows Cp for picking the best fit.

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