22LINEAR MODEL SELECTION AND DIAGNOSTICS

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You’ve now spent a fair amount of time on many aspects of linear regression models. In this chapter, I’ll cover how formal R tools and techniques can be used to investigate two other, and no less important, aspects of regression: choosing an appropriate model for your analysis and assessing the validity of the assumptions you’ve made.

22.1 Goodness-of-Fit vs. Complexity

The overarching goal of fitting any statistical model is to faithfully represent the data and the relationships held within them. In general, fitting statistical models boils down to a balancing act between two things: goodness-of-fit and ...

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