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Homework answers / question archive / Variable selection is very important for multiple linear regression
Variable selection is very important for multiple linear regression. Can we use MSE of train data to measure the performance of the final model?
I. Yes. MSE measures the difference between real Y and predicted Y
II. No. Should use the R-square of Model in Train
III. We CANT use R-square
IV. No, only the test error can evaluate the performance of the final model
