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Model selection is a problem of judging which model from some set performs best. Popular methods include $R^2$, AIC and BIC criteria, test sets, and cross-validation. To some extent, feature selection is a subproblem of model selection.

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Cox PH model selection and validation

I am trying to analyze my data using survival CoX PH in SPSS v.19 and also attempting to make different prediction models (without and with a biomarker of interest). I am a clinician (not a biostatist …
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