Model Selection, RanTraceGACV

[Grace Wahba]

Im taking the liberty of noting that 
the following paper will be of interest to 
those interested in model selection:

Jianming Ye, `On measuring anc correcting the 
effects of data mining and model selection', 
J. Amer. Statist. Assoc. 93, March 1998, pp 120-
131. 
.........
The following short abstract discusses the randomized
trace technique for computing the GACV (Generalized
Approximate Cross Validation function) for Bernoulli
Data which was proposed in Xiang and Wahba, Statistica
Sinica 1996, 675-692.

Xiang, D. and Wahba, G. `Approximate Smoothing Spline 
Methods for Large Data Sets in the Binary Case', 
TR 982. http://www.stat.wisc.edu/~wahba -> TRLIST