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bridgeton_man t1_j68njfs wrote

Quesiton about goodness of fit.

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For regressions, R-squared and Adj. R-Squared are typically considered the primary goodness-of-fit measures.

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But in many supervised machine-learning models, RMSE is the main measure that I keep running across. For example, decision tree models that I create in R using Rpart do that.

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So, my question is how to compare the predictive accuracy of OLS regression models that report R-sq to equivalent Rpart regression trees that report RMSE.

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