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How to check if the regression model fits the data well?
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How to check if the regression model fits the data well?
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May 28, 2021
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sharadyadav1986
How to check if the regression model fits the data well?
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answered
May 28, 2021
by
sharadyadav1986
There are a couple of metrics that you can use:
R-squared/Adjusted R-squared: Relative measure of fit. This was explained in a previous answer
F1 Score: Evaluates the null hypothesis that all regression coefficients are equal to zero vs the alternative hypothesis that at least one doesn’t equal zero
RMSE: Absolute measure of fit.
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