Re: [S] summary, df in smooths

Frank E Harrell Jr (fharrell@virginia.edu)
Thu, 1 Oct 1998 09:22:07 -0400


Regarding tree models, an excellent article is

@Article{ye98mea,
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
uncertainty;overfitting;nonparametric
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
hesweb1.med.virginia.edu/biostatistics.html

-----------------------------------------------------------------------
This message was distributed by s-news@wubios.wustl.edu. To unsubscribe
send e-mail to s-news-request@wubios.wustl.edu with the BODY of the
message: unsubscribe s-news