Using Data Mining to Select Regression Models Can Create Serious Problems
Jim Frost
Data mining and regression seem to go together naturally. I’ve described regression as a seductive analysis because it is so tempting and so easy to add more variables in the pursuit of a larger R-squared. In this post, I’ll begin by illustrating the problems that data mining creates. To do this, I’ll show how data mining with regression […] The post Using Data Mining to Select Regression Models Can Create Serious Problems appeared first on Statistics By Jim .