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  2. Regression validation - Wikipedia

    en.wikipedia.org/wiki/Regression_validation

    One measure of goodness of fit is the coefficient of determination, often denoted, R 2. In ordinary least squares with an intercept, it ranges between 0 and 1. However, an R 2 close to 1 does not guarantee that the model fits the data well. For example, if the functional form of the model does not match the data, R 2 can be high despite a poor ...

  3. Goodness of fit - Wikipedia

    en.wikipedia.org/wiki/Goodness_of_fit

    The goodness of fit of a statistical model describes how well it fits a set of observations. Measures of goodness of fit typically summarize the discrepancy between observed values and the values expected under the model in question.

  4. Reduced chi-squared statistic - Wikipedia

    en.wikipedia.org/wiki/Reduced_chi-squared_statistic

    In statistics, the reduced chi-square statistic is used extensively in goodness of fit testing. It is also known as mean squared weighted deviation (MSWD) in isotopic dating [1] and variance of unit weight in the context of weighted least squares. [2] [3]

  5. Pearson's chi-squared test - Wikipedia

    en.wikipedia.org/wiki/Pearson's_chi-squared_test

    Pearson's chi-squared test or Pearson's test is a statistical test applied to sets of categorical data to evaluate how likely it is that any observed difference between the sets arose by chance. It is the most widely used of many chi-squared tests (e.g., Yates , likelihood ratio , portmanteau test in time series , etc.) – statistical ...

  6. Regression analysis - Wikipedia

    en.wikipedia.org/wiki/Regression_analysis

    Commonly used checks of goodness of fit include the R-squared, analyses of the pattern of residuals and hypothesis testing. Statistical significance can be checked by an F-test of the overall fit, followed by t-tests of individual parameters. Interpretations of these diagnostic tests rest heavily on the model's assumptions.

  7. Jarque–Bera test - Wikipedia

    en.wikipedia.org/wiki/Jarque–Bera_test

    In statistics, the Jarque–Bera test is a goodness-of-fit test of whether sample data have the skewness and kurtosis matching a normal distribution. The test is named after Carlos Jarque and Anil K. Bera. The test statistic is always nonnegative. If it is far from zero, it signals the data do not have a normal distribution.

  8. Hosmer–Lemeshow test - Wikipedia

    en.wikipedia.org/wiki/Hosmer–Lemeshow_test

    The Hosmer–Lemeshow test is a statistical test for goodness of fit and calibration for logistic regression models. It is used frequently in risk prediction models. The test assesses whether or not the observed event rates match expected event rates in subgroups of the model population.

  9. Statistical model validation - Wikipedia

    en.wikipedia.org/wiki/Statistical_model_validation

    Oftentimes in statistical inference, inferences from models that appear to fit their data may be flukes, resulting in a misunderstanding by researchers of the actual relevance of their model. To combat this, model validation is used to test whether a statistical model can hold up to permutations in the data.