Hi Corrado,
Not being familiar with your research goals or data I can't make
recommendations, but I can suggest a couple of places to look for
information: Frank Harrell's Regression Modeling Strategies and his
Design library available on CRAN, and Hastie et al's The Elements of
Statistical Learn
Dear Kingsford,
I apologise for breaking the thread, but I thought there were some more people
who would be interested.
What you propose is what I am using at the moment: the sum of the squares of
the residuals, plus variance / stdev. I am not really satisfied. I have also
tried using R2, and
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