Goodness of Fit in Regression Analysis – R 2 and G 2 Reconsidered

Goodness of Fit in Regression Analysis – R 2 and G 2 Reconsidered There has been considerable debate on how important goodness of fit is as a tool in regression analysis, especially with regard to the controversy on R 2 in linear regression. This article reviews some of the arguments of this debate and its relationship to other goodness of fit measures. It attempts to clarify the distinction between goodness of fit measures and other model evaluation tools as well as the distinction between model test statistics and descriptive measures used to make decisions on the agreement between models and data. It also argues that the utility of goodness of fit measures depends on whether the analysis focuses on explaining the outcome (model orientation) or explaining the effect(s) of some regressor(s) on the outcome (factor orientation). http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Quality & Quantity Springer Journals

Goodness of Fit in Regression Analysis – R 2 and G 2 Reconsidered

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Publisher
Kluwer Academic Publishers
Copyright
Copyright © 1998 by Kluwer Academic Publishers
Subject
Social Sciences; Methodology of the Social Sciences; Social Sciences, general
ISSN
0033-5177
eISSN
1573-7845
D.O.I.
10.1023/A:1004328601205
Publisher site
See Article on Publisher Site

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