Interpret the results for Discover Best Model (Continuous Response)

Note

This command is available with the Predictive Analytics Module. Click here for more information about how to activate the module.

The results include the Model Selection table and the results for the model with the best value of the accuracy criterion for the analysis, such as the maximum R2. Go to the corresponding model type for guidance on the interpretation of the results.

Model Selection

The results for Discover Best Model (Continuous Response) include the Model Selection table. Use the results to compare how well the different types of models perform. An asterisk identifies the best model. The table includes the following measures of model performance:
R-squared (%)
R2 is the percentage of variation in the response that the model explains. Outliers have a greater effect on R2 than on MAD.
Mean Absolue Deviation
The mean absolute deviation (MAD) is the average of the absolute value of the difference between a predicted value an actual value. The smaller the MAD, the better the model fits the data. The MAD expresses accuracy in the same units as the data, which helps conceptualize the amount of error. Outliers have less of an effect on MAD than on R2.