Goodness-of-fit

Is the data agree with the model?

  • distance between data and model predictions
  • likelihood function: likelihood of observing the data if we assume the model; the results will be a set of fitting parameters.

Why don’t we always use goodness-of-fit as a measure of the goodness of a model?

  • overfitting
  • not intuitive

This is why we would like to balance it with parsimony using some measures of generalizability.

Published: by ;

Table of Contents

Current Ref:

  • wiki/model-selection/goodness-of-fit.md