Definition:Goodness of Fit/Best

Definition

Let $S$ be a set of observations.

Let the goodness of fit of a set of model be evaluated by means of a least squares criterion.

The model such that this quantity is minimised, the goodness of fit is said to be the best fit.

Also see

• Results about goodness of fit can be found here.

Sources

• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): goodness of fit