Basic, technical questions on “goodness-of-fit” for regression models… Using N data points, suppose I fit a regression model with n_\beta parameters \beta to get a predictor \hat{y}_i = \hat{\beta}\phi_i, with prediction error e_i = y_i - \hat{y}_i. The standard deviation \sigma_e is then given by…

Regression and goodness-of-fit?

tlienart February 27, 2021, 9:56pm 6

By the way there’s a similar topic being discussed in a separate thread with pretty good answers by @rikh and others Bayesian Model Selection - #2 by rikh

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