Which of the followings is correct when selecting a best subset in a multiple li

Question

Which of the followings is correct when selecting a best subset in a multiple linear regression? Choose all correct answers.

a. The all subsets procedure will always produce a same result as the stepwise selection procedure.

b. The stepwise selection procedure permits re-examination, at every step, of the variables incorporated in the model in previous steps.

c. The stepwise selection procedure may produce more than one best subsets.

d. In the stepwise selection procedure, multiple partial f-tests are performed in every step.

e. In the stepwise selection procedure, more than one variables can be dropped from the the model in each step.

Explanation / Answer

b and e are correct as

Stepwise regression is a semi-automated process of building a model by successively adding or removing variables based solely on the t-statistics of their estimated coefficients.

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