Message-ID: <CAMk+s2QFqx9cT6mixhw+=NHRBmDPbZyZMgd3j0SMiddLc-WAcA@mail.gmail.com>
Date: 2020-07-07T11:35:29Z
From: Luigi Marongiu
Subject: How to compare the fitting of function?
In-Reply-To: <20200707143147.1162eb40@trisector>
Thank you. The problem was the implementation of the goodness-of-fit
in R (any method, really).
regards
On Tue, Jul 7, 2020 at 1:31 PM Ivan Krylov <krylov.r00t at gmail.com> wrote:
>
> On Tue, 7 Jul 2020 08:57:28 +0200
> Luigi Marongiu <marongiu.luigi at gmail.com> wrote:
>
> >I would say that the function Gompertz is better than the function
> >Holling type III; how can I give a number to this hunch?
>
> 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.
>
> --
> Best regards,
> Ivan
>
> [*] https://en.wikipedia.org/wiki/RMSE
>
> [**] https://en.wikipedia.org/wiki/Multiple_testing
>
> [***] https://en.wikipedia.org/wiki/Overfitting
--
Best regards,
Luigi