Re: [R] Variable selection based on both training and testing data

ndy > Subject: RE: [R] Variable selection based on both training and testing data > To: "'Jin Minming'" , "r-help@r-project.org" > > Date: Monday, 30 January, 2012, 13:39 > Variable section is part of the > training process-- it chooses the model. 

Re: [R] Variable selection based on both training and testing data

Variable section is part of the training process-- it chooses the model. By definition, test data is used only for testing (evaluating chosen model). If you find a package or function that does variable selection on test data, run from it! Best, Andy > -Original Message- > From: r-he