Does the data agree with the model?
- Calculate the distance between data and model predictions.
- Apply Bayesian methods such as likelihood estimation: 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?
- We may experience overfitting.
- The model may not be intuitive.
L Ma (2020). 'Goodness-of-fit', Datumorphism, 11 April. Available at: https://datumorphism.leima.is/wiki/model-selection/goodness-of-fit/.