Overfitting occurs when a model becomes overly tailored to training data, capturing noise or idiosyncrasies instead of patterns that generalize to new data. section 4.1.2
Adding predictors can increase R² even when they have little true relationship with the dependent variable, making R² alone insufficient for judging model quality. section 4.1.2
Removing an influential outlier
Removing one presumed outlier raised R² from 0.88 to 0.95, but the tighter fit could also reduce generalizability by overfitting the remaining observations. section 4.1.3
Figure 4.4 A scatter plot that displays seven data points rather than eight. The one presumed outlier was removed, and another regression was fit. The coefficient of determination, which was previously equal to 0.88, is now 0.95. By removing one outlier, we’ve made a strong model even stronger.
Compare the regression before and after removing one of eight observations to see how an apparently stronger fit can conceal overfitting risk. section 4.1.3























