Get the passenger car mileage data from https://lib.stat.cmu.edu/DASL/Data?les/carmpgdat.html
(a) Fit a multiple linear regression model to predict MPG (miles per gallon) from the other variables. Summarize your analysis.
(b) Use Mallow Cp to select a best sub-model. To search through the models try (i) forward stepwise, (ii) backward stepwise. Summarize your ?ndings.
(c) Use the Zheng-Loh model selection method and compare to (b).
(d) Perform all possible regressions. Compare Cp and BIC. Compare the results.