Regression Action Set

Partition Fit Statistics

Specifying a partByFrac or partByVar parameter modifies the display of many tables by adding separate rows or columns for the training, validation, and test data tables and adds statistics to the "Fit Statistics" table. These additional statistics are useful for assessing the model and should be very similar for the different roles when the training data are representative of the other data partitions: average square error, misclassification rate, and the difference of means. The upper R squared, maximum-rescaled upper R squared, and McFadden’s upper R squared are also computed. For more information, see the section Model Fit and Assessment Statistics.

Last updated: March 05, 2026