Questions tagged [goodness-of-fit]
The goodness-of-fit tag has no usage guidance.
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Interpreting chi-square statistic values and also scipy.stats.chisquare giving unreasonable value
I have some data from the S&P500 of daily returns. I'm not sure if I can show my graph, as I will be using it in my undergraduate paper, but it looks essentially the same as the histogram here:
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Multi-dimensional Euclidian R^2 squared - reasonable?
I have a high-dimensional space, say $\mathbb{R}^{1000}$, and I have samples $y_1, \ldots , y_n \in \mathbb{R}^{1000}$ and $\hat{y}_1, \ldots , \hat{y}_n \in \mathbb{R}^{1000}$. Would $$ R^2 = 1 - \...
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Goodness on test or train set?
I split my data set before on train (80%) and test (20%) splits. Trained logistic regression model on the train set. Now, want to check the goodness of fit using the Chi-square likelihood omnibus test,...
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Why Should There Be Multiple Columns in Train Labels for One Model?
Going through the notebook on well known kaggle competition of favorita sales forecasting.
One puzzle is, after the data is split for train and testing, it seems ...
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SAS Studio seems to imply that apparently non-normal data is normal
I have some data I'm trying to analyze in SAS Studio (university edition). I am using the Distribution Analysis feature to try to test some data for normality.
It gives me the following histogram:
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Scipy kstest problem
I am fitting mixture models to data and assessing how mixtures with more or less components will fit the data. To do this, I am going to plot the cdf of the empirical data and the cdf of my mixture ...
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Does statsmodels compute R2 and other metrics on a validation-/test- set?
Does statsmodels compute R2 and other metrics on a validation set?
I am using the OLS from the statsmodels.api
when printing summary, an r2 and r2_asjusted are ...
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