Over-fitting.If you perform a regression with 200 predictors (with strong cross-correlations among predictors), use meta regression coefficients: that is, use coefficients of the form f[Corr(Var, Response), a,b, c] where a, b, c are three meta-parameters (e.g. priors in a Bayesian framework). This will reduce your number of parameters from 200 to 3, and eliminate most of the over-fitting...
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