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In: Statistics and Probability

1)If a linear model is correct, then a least squares fit is unbiased. Knowing that, why...

1)If a linear model is correct, then a least squares fit is unbiased. Knowing that, why would one want to use some form of penalized regression

2) Define the AIC criterion for logistic regression

3) continued) In the context of logistic regression, describe forward stepwise selection based on the AIC criterion.

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