Validating a model

noetsi

No cake for spunky
#1
What is the best, or maybe reasonable, way to determine if your regression model fits the data well? I guess you could use part of the data to do this, but I would prefer not to use a lot of my data that way. I have read suggestions of generating bootstraps to do this, but not enough detail to know how to do it.

Is there a good test for overfitting?