how to validate linear model?
1 view (last 30 days)
Show older comments
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 Comment
jgg
on 16 Dec 2015
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.
Answers (0)
See Also
Categories
Find more on Linear and Nonlinear Regression in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!