@MatthewDrury Harrell's Regression Modeling Strategies and Hastie et al.'s Elements of Statistical Learning are the two books I keep on recommending.

@StephanKolassa: Where can one find legal free pdf of Harrell's book?

@amoeba It seems I was mistaken - probably confused it with Hastie et al. (all those books look the same, being yellow and all). It doesn't seem to be available. Here is the book's website: biostat.mc.vanderbilt.edu/wiki/Main/RmS

I don't have the book by Harrell - but I observe that there are extensive course notes based on the book here - biostat.mc.vanderbilt.edu/tmp/course.pdf (part of the book's website) - which appear to be a very generous gloss of its contents (certainly enough to decide if the book will be a good investment for you)

How do I "paste an entire question" like @Kodiologist did above? chat.stackexchange.com/transcript/message/30292862#30292862

@StephanKolassa That happened automagically when I made a chat message with just the "share" permalink for the question.

It looks like the key thing is that you put the URL on a line by itself. chat.stackexchange.com/faq#formatting

@Kodiologist Cool, thanks!

(Hurray)

This question looks like it might be useful. I'm just kind of wondering whether we could find a better (better searchable) title than "strange likelihood trace".

(But I couldn't think of one.)

Anyone want to edit the title?