Cooking and the method used affects the level of vitamin and mineral retention. In some cases you're looking at a 30-50% loss of certain vitamins, such as retinol, thiamine and ascorbic acid. However cooking can significantly increase the bio-availability of the food you eat, particularly dietary protein. For example the bio-availability of the protein in a cooked egg is 77% greater than that of a raw egg.
It's not entirely black and white, as H. Watzke explains, "there is no simple relation between food processing and bioavailability. Processing can have a positive impact through separation or partitioning of minerals (enrichment), or through the destruction of inhibitors or, the beneficial complex formation between food components and metal ions, thereby enhancing their availability. However, the impact can also be negative by deactivating enzymes that degrade inhibitors or by generating insoluble metal compounds (e.g. oxidation, precipitation)." 
However this is mostly irrelevant from the western person's perspective as a healthy balanced diet should contain more than adequate levels of all necessary vitamins and minerals. It's more a question of what tastes better and how does one protect themselves from e.coli, listeria, salmonella and so on.
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2. Heribert J. Watzke, Impact of Processing on Bioavailability Examples of Minerals in Foods, Trends in Food Science & Technology, Vol. 9 Iss. 8-9 August 1998, pp. 320-327
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