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...of optimism in something like R2 or MSE. Our SEM would likely require something slightly different. That is, we would need to develop a model based on the entire sample, run the sample model on a series of bootstrap datasets, obtain the average (as well as the?SD and?95% CI) for each of the model parametersrs across the bootstrap samples, and then compare that with what we got running the model on the original sample. Some of my other books show something like this for regression (e.g., An R Companion to Applied Regression, page 187; The R Book, page 418). So now having provided quite a bit of backgro...