Question 6: (7 points) Consider the following table: Variable in the model X4 x4

Question

Question 6: (7 points) Consider the following table: Variable in the model X4 x4 x5 xl x4 x5 x1 x3 x4 x5 x1 x2 x3 x4 x5 x1 x2 x3 x4 x5 x8 x1 x2 x4 x5 x8 x9 x10 x1 x2 x3 x4 x5 x8 x9 x10 x1 x2 x3 x4 x5 x6 x8 x9 x10 x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 square MSE C-statistic 0.421 0.783 0.897 0.948 0.960 0.962 0.963 0.963 0.964 0.964 0.1611 1339.6 0.0610 0.0293 164.1 0.0149 38.5 0.0115 10.2 0.0111 8.2 0.0110 7.7 0.0111 9.7 0.0109 9.2 0.0110 11.2 (3 points) Which model you will choose based on each criteria you have learned a. in this course b. (2 points) Obtain the adjusted R square (R2) for the model y = + Axit c. (2 points) Find the C-statistic for the model y = 0 + 4x4 + Burst

Explanation / Answer

a)

I will choose the model with highest R square and less MSE. So the model will be

x1, x2,x3,x4,x5,x6,x8,x9,x10

b)

R square for x1, x4, x5 is 0.897

c)

C statistic for x4, x5 is

Related Questions

Navigate

• Browse (All)
• Browse Q
• Subjects

---

---

Integrity-first tutoring: explanations and feedback only — we do not complete graded work. Learn more.