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Manly's randomization analysis of multiple regression

On Wed, 14 May 2003 22:52:33 -0400
Nurnberg-LaZerte <mail at fwr.on.ca> wrote:

            
This is related to that: Look at the validate function in the Design package (http://hesweb1.med.virginia.edu/biostat/s/Design.html) which has a "randomize" option to get the apparent and validated performance of models fitted by randomly permuting the vector of response variable values.  This is not a high-precision way to estimate bias in your original R^2 etc. but rather is a teaching tool.  For efficient estimation of future model performance use the validation bootstrap option (the default for validate( )).
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Frank E Harrell Jr              Prof. of Biostatistics & Statistics
Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences
U. Virginia School of Medicine  http://hesweb1.med.virginia.edu/biostat