A DIY guide to statistical strategy

This chapter is a do it yourself (DIY) guide to developing statistical strategy for a particular data analysis task. The primary audience of the chapter is research statisticians. The material should also be of interest to nonstatisticians, especially knowledge engineers, who are interested in using statistical data analysis as an application domain for Artificial Intelligence techniques. The do's and don'ts of strategy development are outlined. The ''linear regression'' task is used to illustrate many of the ideas