5/23/2012

Resampling Methods: A Practical Guide to Data Analysis Review

Resampling Methods: A Practical Guide to Data Analysis
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I wrote a very critical review of the first edition. As the author states in his review, this edition is much improved and has benefitted from past criticism. The treatment of permutation methods is particularly good as that is the author's specialty. The coverage of the bootstrap has been improved and there are now many useful references cited.
Chapter 10 is particularly noteworthy as the author has gone to great pains to point out the many important practical issues in model building and model validation. It does however miss some coverage of bootstrap developments in this area particularly the work of Gong. Also the author has a distain for order determination method like Mallows' Cp or information criteria such as those of Akaike, Swartz and Rissanen. I do not share this distain and think that such methods should not have been omitted from the discussion.
The first edition had a very poorly written chapter on classification and clustering. Some of the important ideas from that chapter were embedded into the new model building chapter. Bootstrap bias adjustment is not treated and seems to be a blatant omission given that a section on classification is presented in Chapter 10. But the author's aim is to touch on many interesting topics where resampling can help and he avoids the complications that would be required from an in-depth treatment. This strategy helps him keep the level of the text elementary. He does provide a large number of references for the reader who wants to learn more.


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