Which of the Following Statements About Multiple Regression Model Building

Multiple Choice

Which of the following statements about multiple regression model building methods is true?

A) There is no simple definition of the "best" model in multiple regression analysis.
B) Stepwise selection will always find the best regression model.
C) Both stepwise and best subsets methods check assumptions and conditions.
D) The best subsets method will involve trying fewer different regression models than stepwise regression.
E) There is only one criterion (value of R2) that leads to the best model.