Fitting Statistical models to data with many more variables than ...
Fitting Statistical models to data with many more variables than ...
Fitting Statistical models to data with many more variables than ...
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Spurious results – “sparse is good”Linear regressionRandom yReal Xn=32 p=14000+apparent Rsq0.0 0.2 0.4 0.6 0.8 1.0Boxplot1 3 5 7 9 11 14 17 20 23 26 29 32 35 38subset size