Skip to content
Prev 384661 / 398525 Next

How to compare the fitting of function?

On Tue, 7 Jul 2020 08:57:28 +0200
Luigi Marongiu <marongiu.luigi at gmail.com> wrote:

            
There are many different goodness-of-fit measures; typically,
regression problems are solved by minimising the sums of squared
residuals, so you can just take a look at those (sum((y.predicted -
y.reference)^2)). Root-mean-square-error [*] is another widely used
metric. When comparing different methods, one should be aware of
multiple comparisons problem [**] and potential for overfitting [***].

All this and more is discussed in books on statistics and regression,
such as Regression Modeling Strategies by Frank E. Harrell, Jr.
[doi:10.1007/978-3-319-19425-7]. For more advice on statistics,
consider dedicated communities such as
<https://stats.stackexchange.com/>, since statistics advice is
considered off-topic here in R-help.