I would like to ask how can i compare three multiple regression models with completely different predictors and the same outcome variable?

Thank you


1 Answer 1


There are many ways. These include:

  1. $R^2$
  2. Scatter plots of the predicted values of the three models against each other
  3. A scatter plot matrix of the three sets of predicted values and the true value
  4. Median absolute residual
  5. Maximum absolute residual
  6. Proportion of absolute residuals that are above some value
  7. Which is most meaningful, substantively

And I'm sure there are other ways, as well.

  • $\begingroup$ Thank you. I am having non nested models with comletely different predictors and the same response variable. I've been reading that AIC is commonly used to compare non nested models. $\endgroup$
    – Uni 13
    Commented Dec 22, 2019 at 12:50

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