Figure 1

For sample sizes of 3,000 (left graph), 1,000 (middle), and 500 (right), the figure gives the mean square error as symptoms are removed using our detection diagnostic. The mean square error first declines, as bad symptoms are removed and bias drops, and then increases, as unbiased symptoms are dropped and variance increases. The procedure selects all biased symptoms (open circles) before unbiased symptoms (solid disks). The vertical line indicates where our automated procedure would indicate that we should stop.