I realise this is possibly a VERY open ended question, and potentially has answers dotted around e.g. here .
What are the most robust methods of testing the result of
NonlinearModelFit[...] in Mathematica?
I know already that there are some methods available in Mathematica such as
The most familiar of these to me personally are
RSquared, but I know many methods of testing exist.
A sub-question to this is, when are these tests (and others, whatever they may be), most appropriate? Does this depend on the model fitted, the number of parameters, the amount of data, and so on?
I strongly appreciate that some of these questions can only be answered subjectively, and I even anticipate some potential off-topic or close requests; after all if there was a catch-all test -- I wouldn't need to ask this question! But I feel having a question where goodness of fit specifically in Mathematica is discussed (especially where some of the more experienced members of the community can contribute) might be beneficial.