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
Add your own answers!
Ask a Question
Get help from others!
Recent Answers
- Jon Church on Why fry rice before boiling?
- Joshua Engel on Why fry rice before boiling?
- Peter Machado on Why fry rice before boiling?
- Lex on Does Google Analytics track 404 page responses as valid page views?
- haakon.io on Why fry rice before boiling?
Recent Questions
- How can I transform graph image into a tikzpicture LaTeX code?
- How Do I Get The Ifruit App Off Of Gta 5 / Grand Theft Auto 5
- Iv’e designed a space elevator using a series of lasers. do you know anybody i could submit the designs too that could manufacture the concept and put it to use
- Need help finding a book. Female OP protagonist, magic
- Why is the WWF pending games (“Your turn”) area replaced w/ a column of “Bonus & Reward”gift boxes?