Abstract The availability of many variables with predictive power makes their selection in a regression context difficult. This study considers robust and understandable low-dimensional estimators as building blocks to improve overall predictive power by optimally combining these building blocks. Our new algorithm is based on generalized cross-validation and builds a predictive model ... https://www.roneverhart.com/POISON-OPEN-UP-AND-SAY-AHH-T-SHIRT/