The first step in data mining procedures according to SAS and IBM/SPSS is to sample the data.

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The first step in data mining procedures according to SAS and IBM/SPSS is to “sample” the data. Sampling here refers to dividing the data available for analysis into at least two parts: a training data set and a validation data set. Why do both SAS and IBM/SPSS recommend this as a first step? What are the risks of ignoring this procedural requirement?

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