The data for this assignment is contained on the spreadsheet titled “Data” in the Excel Workbook titled “HW2 Data.”

statistics

Description

Homework #3

 

Please use the same data as was used for HW #2.   That is, the data for this assignment is contained on the spreadsheet titled “Data” in the Excel Workbook titled “HW2 Data.”   There are 800 observations split into 4 subsets; namely, Dataset 1, Dataset 2, Dataset3, and Dataset 4 (i.e., see Column A). 

 

Let’s create a poor man’s version of model averaging.

 

Use Dataset1 and Dataset2 combined to fit a full model.  Use Dataset3 as the validation set.  That is, take the model developed from the combination of Dataset1 and Datset2 and score it against Dataset3.  Find the R-sq for the scored data; let’s call it  (This would be model 3).  Repeat this process by combining Dataset1 and Dataset3 as the training set and scoring Dataset2 [] (This would be model 2); as well as using Dataset2 and Dataset3 and scoring Dataset1 [] (This would be model 1).  Develop the final model by averaging Models 1,2, and 3.  That is, weight Model 1 by  ; Model 2 by  ; and Model 3 by  .

 

Report your model averaging result; i.e., the resultant final model.

Validate the performance of the resultant final model using the Test Set (i.e., Dataset4).

Instruction Files

Related Questions in statistics category


Disclaimer
The ready solutions purchased from Library are already used solutions. Please do not submit them directly as it may lead to plagiarism. Once paid, the solution file download link will be sent to your provided email. Please either use them for learning purpose or re-write them in your own language. In case if you haven't get the email, do let us know via chat support.