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gail_massari

Community Manager

Joined:

Feb 27, 2013

Can I identify the extent of overfitting using JMP Pro models built using training, testing and validation data?

In her Mastering JMP webcast, Analyzing and Predicting System Failures, Ghazal Falahi explains that the first thing to do to determine overfitting is to compare the R-squared values of test and training sets.  If they are close to one another, the model fit is probably good.. High R-squared for training with low R-squared for test probably indicates overfitting.

(view in My Videos)

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