PhonePe Interview Question | Model Validation
Question
How would you validate a model you created to generate a predictive model of a quantitative outcome variable using multiple regression?
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Machine Learning
55 years
1 Answer
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Answer ( 1 )
By checking R2(R squared). Generally the higher R2 is the better model explains the data but when excess of variables R2 become higher and model overfits then adjusted R2 comes into picture .Adjusted R2 adjusts R2 by degree of freedom