How not to make a fool of yourself with model selection23. ● ●
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−3 −2 −1 0 1 2 3
−201234
y
x1
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−3 −2 −1 0 1 2 3
−201234
y
x2
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−3 −2 −1 0 1 2 3
−201234
y
x3
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−3 −2 −1 0 1 2 3
−201234
y
x4
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−3 −2 −1 0 1 2 3
−201234
y
x5
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−3 −2 −1 0 1 2 3
−201234
y
x6
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−3 −2 −1 0 1 2 3
−201234
y
x7
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−3 −2 −1 0 1 2 3
−201234
y
x8
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−3 −2 −1 0 1 2 3
−201234
y
x9
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−3 −2 −1 0 1 2 3
−201234
y
x10
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−3 −2 −1 0 1 2 3
−201234
y
x11
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−3 −2 −1 0 1 2 3
−201234
y
x12
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−3 −2 −1 0 1 2 3
−201234
y
x13
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−3 −2 −1 0 1 2 3
−201234
y
x14
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−3 −2 −1 0 1 2 3
−201234
y
x15
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−3 −2 −1 0 1 2 3
−201234
y
x16
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−3 −2 −1 0 1 2 3
−201234
y
x17
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−3 −2 −1 0 1 2 3
−201234
y
x18
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−3 −2 −1 0 1 2 3
−201234
y
x19
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−3 −2 −1 0 1 2 3
−201234
y
x20
24. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
25. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 20 predictors remaining
True R2
= 22 %
Est. Radj
2
= 34 %
26. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 19 predictors remaining
True R2
= 22 %
Est. Radj
2
= 36 %
27. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 18 predictors remaining
True R2
= 22 %
Est. Radj
2
= 38 %
28. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 17 predictors remaining
True R2
= 22 %
Est. Radj
2
= 40 %
29. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 16 predictors remaining
True R2
= 22 %
Est. Radj
2
= 41 %
30. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
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Slope estimates +/− 95% CI with 15 predictors remaining
True R2
= 22 %
Est. Radj
2
= 43 %
31. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
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Slope estimates +/− 95% CI with 14 predictors remaining
True R2
= 22 %
Est. Radj
2
= 44 %
32. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 13 predictors remaining
True R2
= 22 %
Est. Radj
2
= 45 %
33. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 12 predictors remaining
True R2
= 22 %
Est. Radj
2
= 45 %
34. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 11 predictors remaining
True R2
= 22 %
Est. Radj
2
= 46 %
35. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 10 predictors remaining
True R2
= 22 %
Est. Radj
2
= 45 %
36. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 9 predictors remaining
True R2
= 22 %
Est. Radj
2
= 44 %
37. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 8 predictors remaining
True R2
= 22 %
Est. Radj
2
= 43 %
38. ● ● ●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
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Slope estimates +/− 95% CI with 7 predictors remaining
True R2
= 22 %
Est. Radj
2
= 43 %
39. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 20 predictors remaining
True R2
= 0 %
Est. Radj
2
= 21 %
40. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
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Slope estimates +/− 95% CI with 19 predictors remaining
True R2
= 0 %
Est. Radj
2
= 23 %
41. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
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Slope estimates +/− 95% CI with 18 predictors remaining
True R2
= 0 %
Est. Radj
2
= 26 %
42. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
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Slope estimates +/− 95% CI with 17 predictors remaining
True R2
= 0 %
Est. Radj
2
= 28 %
43. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
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Slope estimates +/− 95% CI with 16 predictors remaining
True R2
= 0 %
Est. Radj
2
= 30 %
44. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
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Slope estimates +/− 95% CI with 15 predictors remaining
True R2
= 0 %
Est. Radj
2
= 32 %
45. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
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Slope estimates +/− 95% CI with 14 predictors remaining
True R2
= 0 %
Est. Radj
2
= 33 %
46. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 13 predictors remaining
True R2
= 0 %
Est. Radj
2
= 35 %
47. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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Slope estimates +/− 95% CI with 12 predictors remaining
True R2
= 0 %
Est. Radj
2
= 36 %
48. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
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●
● ● ● ● ● ● ● ● ●
Slope estimates +/− 95% CI with 11 predictors remaining
True R2
= 0 %
Est. Radj
2
= 37 %
49. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
●
●
●
●
●
●
●
●
●
● ● ● ● ● ● ● ● ● ●
Slope estimates +/− 95% CI with 10 predictors remaining
True R2
= 0 %
Est. Radj
2
= 38 %
50. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
●
●
●
●
●
●
●
●
● ● ● ● ● ● ● ● ● ● ●
Slope estimates +/− 95% CI with 9 predictors remaining
True R2
= 0 %
Est. Radj
2
= 39 %
51. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
●
●
●
●
●
●
●
● ● ● ● ● ● ● ● ● ● ● ●
Slope estimates +/− 95% CI with 8 predictors remaining
True R2
= 0 %
Est. Radj
2
= 39 %
52. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
●
●
●
●
●
●
● ● ● ● ● ● ● ● ● ● ● ● ●
Slope estimates +/− 95% CI with 7 predictors remaining
True R2
= 0 %
Est. Radj
2
= 38 %
53. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
●
●
●
●
●
● ● ● ● ● ● ● ● ● ● ● ● ● ●
Slope estimates +/− 95% CI with 6 predictors remaining
True R2
= 0 %
Est. Radj
2
= 37 %
54. ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
5 10 15 20
−1.0−0.50.00.51.0
Predictor
Slope(β)
●
●
●
●
●
● ● ● ● ● ● ● ● ● ● ● ● ● ● ●
Slope estimates +/− 95% CI with 5 predictors remaining
True R2
= 0 %
Est. Radj
2
= 36 %