Question: Screening Techniques

Consider the best subset output given below. What is the best subset of variables? State your reasons.

Best Subsets Regression: y1 versus x1, x2, x3, x4

Response is y

Mallows x x x x

Vars R-Sq R-Sq(adj) Cp S 1 2 3 4

1 38.0 34.5 51.2 41.106 X

1 34.7 31.1 54.8 42.174 X

2 64.8 60.7 24.1 31.852 X X

2 62.1 57.7 27.1 33.050 X X

3 86.1 83.5 3.1 20.650 X X X

3 83.1 79.9 6.3 22.758 X X X

4 86.2 82.5 5.0 21.268 X X X X