[SOLVED] DSC423 Assignment 05-Variable Screening

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1. Short Essay. The purpose of k-fold cross validation is often misunderstood.
a.  How do you use cross validation to select a final (or production) model? Note:

it is not the “best” of the k models you have built using cross validation.
2. PGA. The pgatour2006.csv dataset contains data for 196 players. The variables in the dataset are:

  •   Player’s name
  •   PrizeMoney = average prize money per tournament
  •   DrivingAccuracy = percent of times a player is able to hit the fairway with his tee

    shot

  •   GIR = percent of time a player was able to hit the green within two or less than par

    (Greens in Regulation)

  •   BirdieConversion = percentage of times a player makes a birdie or better after

    hitting the green in regulation

  •   PuttingAverage = putting performance on those holes where the green was hit in

    regulation.

  •   PuttsPerRound= average number of putts per round (shots played on the green)
  •   Etc.

a. (10
validation. If necessary, remove a non-significant variable and repeat until you have your final first-order model. Present the model.

points) Build a complete first-order model. Evaluate the model using 5-fold cross

  1. Evaluate scatterplots to determine which second-order terms should be tested. Test them using 5-fold cross validation and add them one-by-one until you arrive at a model you feel is appropriate. Present the model.
  2.  Beginning from scratch, engineer all possible second-order terms and add them to your dataset. From this dataset, produce a model using backward selection. Evaluate this model using 5-fold cross validation. Do you arrive at the same model as above? Explain.
  3. You have used two procedures to build a second-order model. Compare these two procedures. Which do you think is “best”? Explain.
  • HW5-jkvivm.zip