how to validate linear model?

Sonisa

2015 12 16

0 个回答

3 次查看（30 天）

0 个投票

I already have an estimation from linear regression model using 2 years of data. Now I want to use this estiamted data to validate in one years of data. Could anyone tell me how to do that?

1 个评论
显示 -1更早的评论隐藏 -1更早的评论

jgg 2015-12-16

I'm not clear what you're asking here.

If just want to check how good your predictions are on an out-of-sample dataset, just take the coefficients b you got from your original model, then form the predicted outcome P = X*b where X is the out-of-sample data you wish to check. Then, compare P and Y where Y is the actual out of sample outcome. The residual Y-P should give you a sense of how well your model performs out of sample.

In general, though, if you have more data you should include it in the original regression.

请先登录，再进行评论。

请先登录，再回答此问题。

Follow Question