Visualize The Performance Of Linear Regression With This Simple Plot

Assumption turned into performance validation.

Linear regression assumes that the model residuals (=actual-predicted) are normally distributed.

If the model is underperforming, it may be due to a violation of this assumption.

A QQ plot (short for Quantile-Quantile) is a great way to verify this and also determine the model's performance.

As the name suggests, it depicts the quantiles of the observed distribution (residuals in this case) against the quantiles of a reference distribution, typically the standard normal distribution.

A good QQ plot will:

• Show minimal deviations from the reference line, indicating that the residuals are approximately normally distributed.

A bad QQ plot will:

• Exhibit significant deviations, indicating a departure from the normality of residuals.

• Display patterns of skewness with its diverging ends, etc.

Thus, the more aligned the QQ plot looks, the more confident you can be about your model.

This is especially useful when the regression line is difficult to visualize, i.e., in a high-dimensional dataset.

So remember...

After running a linear model, always check the distribution of the residuals.

This will help you:

• Validate the model's assumptions

• Determine how good your model is

• Find ways to improve it (if needed)

👉 Over to you: What are some other ways/plots to determine the linear model's performance?

I covered another way in one of my previous posts: Visualize The Performance Of Any Linear Regression Model With This Simple Plot.

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Find the code for my tips here: GitHub.

I like to explore, experiment and write about data science concepts and tools. You can read my articles on Medium. Also, you can connect with me on LinkedIn and Twitter.