Question: Consider the Stepwise Regression, Backward Elimination output given below. What is the resulting subset of variables? What is the resulting MSE?

Stepwise Regression: y versus x1, x2, x3, x4

Backward elimination. Alpha-to-Remove: 0.1

Response is y on 4 predictors, with N = 10

Step 1 2 3

Constant 85.75 137.53 197.91

x1 -15.9 -15.2 -13.1

T-Value -3.10 -3.25 -2.74

P-Value 0.027 0.018 0.029

x2 2.4 2.1

T-Value 1.47 1.45

P-Value 0.202 0.198

x3 1.8

T-Value 0.56

P-Value 0.603

x4 3.07 3.03 2.96

T-Value 8.22 8.80 8.08

P-Value 0.000 0.000 0.000

S 102 95.6 103

R-Sq 96.26 96.03 94.64

R-Sq(adj) 93.27 94.04 93.11

Mallows Cp 5.0 3.3 3.2