I would like to add to this discussion a quote from the book
``Subset Selection in Regression'' by Alan J. Miller (Chapman and
Hall, London, 1990). On page 12 the author remarks that when using a
``black box'' variable selection technique
``Throwing in a few more variables produced by a
random number generator or from the pages of a
telephone directory could have a very salutary
effect!''
cheers,
Rolf Turner
[EMAIL PROTECTED]
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