STAT 420
Spring 2008
Homework #8
(10 points)
(due Friday, March 28, by 4:00 p.m.)
1.
For the
prostate
data, fit a model with
lpsa
as the response and the other
variables as predictors.
a)
Implement the Backward Elimination variable selection method to determine
the “best” model. Use
α
crit
= 0.05.
(
8.1
(a)
)
b)
Implement the AIC variable selection method to determine the “best” model.
(
8.1
(b)
)
2.
A study of the relation of amount of body fat (
Y
) to several possible predictor
variables, based on a sample of 20 healthy females 25–34 years old. The possible
predictor variables are triceps skinfold thickness (
X
1
), thigh circumference (
X
2
),
and midarm circumference (
X
3
). The data set is available at
http://www.stat.uiuc.edu/~stepanov/bodyfat.dat
a)
Consider all seven (nonempty) subsets of predictors. Find values of Adjusted R
2
for the seven corresponding models. What is the “best” model?
b)
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 Spring '08
 STEPANOV
 Statistics, Regression Analysis, variable selection method, Mr. Fred G. Hire

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