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In dissipative dynamical systems phase space volumes contract, on average. Therefore, the invariant measure on the attractor is singular with respect to the Lebesgue measure. As noted by Ruelle, a generic perturbation pushes the state out of the attractor, hence the statistical features of the perturbation and, in particular, of the relaxation cannot be understood solely in terms of the unperturbed dynamics on the attractor. This remark seems to seriously limit the applicability of the standard fluctuation-dissipation procedure in the statistical mechanics of nonequilibrium (dissipative) systems.