Evaluation of regression models with different evaluations (MSE, variance, VAF etc.)
Data Science Asked by MerklT on February 10, 2021
When comparing several regression models in terms of quality, it seems like most have agreed on the MSE.
There are also papers comparing “variance” and “variance accounted for (VAF)”.
However, there seems to be a controversial opinion about the variance (R^2). Should it nevertheless be compared in a scientific paper?
And what does VAF say? Is the VAF still a good measure of regression models?
One Answer
Variability accounted for (VAF) is not meaningful in regression.
VAF can be driven higher by the distribution of the independent variables which does tell you nothing about how good a regression model is.
Answered by Brian Spiering on February 10, 2021
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