Which of the Following Statements About Multiple Regression Model Building

question 1

Multiple Choice

Which of the following statements about multiple regression model building methods is true?

• A) There is no simple definition of the "best" model in multiple regression analysis.
• B) Stepwise selection will always find the best regression model.
• C) Both stepwise and best subsets methods check assumptions and conditions.
• D) The best subsets method will involve trying fewer different regression models than stepwise regression.
• E) There is only one criterion (value of R2) that leads to the best model.

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