Re: [S] summary, df in smooths

Frank E Harrell Jr (
Thu, 1 Oct 1998 09:22:07 -0400

Regarding tree models, an excellent article is

author = {Ye, Jianming},
title = {On measuring and correcting the effects of data
mining and model selection},
journal = JASA,
year = 1998,
volume = 93,
pages = {120-131},
annote = {generalized degrees of freedom;GDF;effective degrees
of freedom;data mining;model selection;model
regression;CART;simulation setup}

Ye shows how to estimate the effective d.f. given the excessive
number of comparisons used to form trees.
Frank E Harrell Jr
Professor of Biostatistics and Statistics
Division of Biostatistics and Epidemiology
Department of Health Evaluation Sciences
University of Virginia School of Medicine

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