Which of the Following Statements Are Not True?
A) Generally $\hat { \beta } _ { 1 } , \hat { \beta } _ { 1 } , \ldots \ldots , \hat { \beta } _ { k }$

Which of the following statements are not true?

A) Generally speaking, when a subset of k predictors (k < m) is used to fit a model, the
Estimators $\hat { \beta } _ { 1 } , \hat { \beta } _ { 1 } , \ldots \ldots , \hat { \beta } _ { k }$

Will be unbiased for $\beta _ { 0 } , \beta _ { 1 } , \ldots \ldots , \beta _ { k }$
, and $\hat { Y }$
Will also be
Unbiased estimator for the true E(Y) .
B) When the number of predictors is too large to allow for explicit or implicit examination
Of all possible subsets, several alternative selection procedures generally will identify good models.
C) The backward elimination method starts with the model in which all predictors under
Considerations are used.
D) All of the above statements are true.
E) None of the above statements are true.