Regression validation | Wikipedia audio article
Channel: wikipedia tts
Date: 06/10/2019

This is an audio version of the Wikipedia Article:
https://en.wikipedia.org/wiki/Regression_validation


00:01:10 1 Goodness of fit
00:02:20 2 Analysis of residuals
00:03:30 2.1 Graphical analysis of residuals
00:04:41 2.2 Quantitative analysis of residuals
00:05:51 3 Out-of-sample evaluation
00:07:01 4 See also



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SUMMARY
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In statistics, regression validation is the process of deciding whether the numerical results quantifying hypothesized relationships between variables, obtained from regression analysis, are acceptable as descriptions of the data. The validation process can involve analyzing the goodness of fit of the regression, analyzing whether the regression residuals are random, and checking whether the model's predictive performance deteriorates substantially when applied to data that were not used in model estimation.