Homework 4	Stat 640    February 3, 2009    D. Scott

	 Due Thursday     February 12



Consider the Boston housing data.  We wish to
predict the median value of houses as a function
of the remaining variables.  (The original authors
wondered is NOX affected housing values.)  Work
with the centered and standardized data.


0.  Perform a least-squares fit, and test the null
    hypothesis that each coefficient is zero.

1.  Perform an all-subsets regression;  see Figure 3.5.


2.  Perform a ridge regression;  see Figure 3.8.


3.  Perform a lasso regression;  see Figure 3.10.


4.  Compare these algorithms on this data set.
    In particular, which variables seem most
    important.  Comment on your findings.