On 19/11/2009, at 9:10 AM, Tal Galili wrote:
Hello Peng,
What you are talking about is "model selection" process.
Although it also sound like you are referring to the more general
subject of
regression model strategies, consider finding this book:
http://www.amazon.com/Regression-Modeling-Strategies-Frank-Harrell/
dp/0387952322
Frank Harrell is a very insightful lecturer, I heard his writing is
also
good.
I would love to read recommendation from other R members regarding
your
question.
Alan Miller's book ``Subset Selection in Regression'' (Chapman and Hall,
1990) has some relevance.
cheers,
Rolf Turner
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