Aspects of model selection in multivariate analyses
Description:
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 predic…
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Date:
January 1, 1982
Creator:
Picard, R.
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UNT Libraries Government Documents Department