MATLAB: Evaluation of Generalized Linear Model in Machine Learning

glmStatistics and Machine Learning Toolbox

Hi,I have this line of code which help to fit a normal distribution curve over my predictors.The problem is I have searched through whole of the GLM page and could not find the appropriate function which would enable to find the RMSE of my model. Further more I was looking for appropriate function that would give the error obtained from the testing set. Do it have to call the predict method manually, is there a more automatic process for it. Thanks.

mdl = GeneralizedLinearModel.stepwise(X,Y,'linear','distr','normal')

Best Answer

Probably the easiest way:

r = mdl.Residuals.Raw
RMSE = sqrt(mean(r.^2));

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Best Answer

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MATLAB: How to obtain the R-squared and adjusted R-squared values from STEPWISEFIT in the Statistics Toolbox R2011a (Statistics Toolbox version 7.5)

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