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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

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