The output in the following shows the results of Best Subsets Regression of y on

Question

The output in the following shows the results of Best Subsets Regression of y on regressors x1, x2, x3, x4 and x5. Among the following models, which is the best choice?

1. x1, x3 and x5

2. x1, x2, x3 and x4

3. x1, x3 and x4

4. x1, x2, x3, x4 and x5

Best Subsets Regression: y versus x1, x2, x3, x4, x5
response is y

                                          Mallows                       x x x x x
Vars     R-sq        R-sq(adj)          C-p             S         1 2 3 4 5
   1      79.7           79.0            -0.6     0.21270        x
   1      16.7           13.8            81.2     0.43062                       x
   2      80.6           79.2              0.2     0.21142        x      x
   2      79.8           78.3              1.3     0.21590        x x
   3      80.7           78.5              2.1     0.21488        x      x x
   3      80.7           78.5              2.1     0.21508        x     x     x  
   4      80.7           77.8              4.0     0.21879        x x x x
   4      80.7           77.7              4.1     0.21889        x      x x x
   5     80.8           76.9              6.0     0.22293        x x x x x

Explanation / Answer

The best choice of regression model is

4. x1, x2, x3, x4 and x5.

2      80.6           79.2              0.2     0.21142        x      x

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