Analysis of data sets that involve large numbers of variables usually entails some type of model fitting and data reduction. In regression problems, a fitted model that is obtained by a selection process can be difficult to evaluate because of optimism induced by the choice mechanism. Problems in areas such as discriminant analysis, calibration, and the like often lead to similar difficulties. The preceeding sections reviewed some of the general ideas behind assessment of regression-type predictors and illustrated how they can be easily incorporated into a standard data analysis.
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Analysis of data sets that involve large numbers of variables usually entails some type of model fitting and data reduction. In regression problems, a fitted model that is obtained by a selection process can be difficult to evaluate because of optimism induced by the choice mechanism. Problems in areas such as discriminant analysis, calibration, and the like often lead to similar difficulties. The preceeding sections reviewed some of the general ideas behind assessment of regression-type predictors and illustrated how they can be easily incorporated into a standard data analysis.
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