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Given a dataset with n variables and a binary outcome:

Are there assumption violations/risks to drawing conclusions if the entire dataset is used to determine which variables are valid if the second part of the analysis will rely on generating a classification algorithm using test and training datasets?

In essence, can I determine odds ratios with the entire dataset and then go and develop a classification algorithm by sampling to create with test and training sets?

Or should I be using the training set to determine the odds ratios of a given variable?


Any feedback is appreciated, I'm hoping not to collect another tumbleweed badge.

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