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Tutorial 9
1. Suppose
Y
has 5 covariates
X
1
,X
2
,X
3
,X
4
,X
5
denote any model
Y
=
β
0
+
β
i
X
i
+
β
j
X
j
+
β
k
X
k
+
ε
by (
ijk
).
All the models can be listed as (0), (1), (2), (3), (4),
(5), (12), (13), (14), (15), (23), (24), (25), (34), (35), (45), (123), (124), (125), (134),
(135), (145), (234), (235), (245), (345), (1234), (1235), (1245), (1345), (2345), (12345).
With
n
= 40, their respectively SSE are 95.2261, 73.3037, 95.2139, 90.8737, 69.2889,
73.6588, 73.0233, 70.9692, 53.2715, 42.4473, 90.8726, 69.2660, 73.2872, 63.9012, 72.6848,
25.0160, 70.5948, 52.8136, 42.4440, 49.9665, 42.4467, 0.2618, 63.7998, 72.4197, 24.7802,
24.4749, 49.3597, 42.4432, 0.2512, 0.2496, 24.3022, 0.2406.
And their respectively
BIC are 0.9596, 0.7902, 1.0517, 1.0050, 0.7338, 0.7950, 0.8786, 0.8500, 0.5632, 0.3361,
1.0972, 0.8257, 0.8822, 0.7451, 0.8739, 0.1927, 0.9370, 0.6468, 0.4282, 0.5914, 0.4283,
4.6600, 0.8358, 0.9625, 0.1099, 0.1223, 0.6714, 0.5204, 4.6093, 4.6157, 0.0372,
4.5600.
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This note was uploaded on 10/04/2010 for the course STAT ST3131 taught by Professor Xiayingcun during the Fall '09 term at National University of Singapore.
 Fall '09
 XIAYingcun
 Regression Analysis

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