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Permalink Reply by Diogo Taurinho Prado on February 12, 2011 at 9:06am

Well... Variable selection methods was by far the most criticized and discussed of all techniques I've ever heard of in college. Most real statisticians I know are actually quite familiar with the cons of such methods. I've heard more arguments against variable selection methods than computational and simulation methods, and I know a lot of "pure math statisticians". Anyway, this is a very good and useful article, liked it - I guess it's just that the title don't really suits statisticians I know or work with.