Goodness of fit is an index of what?

• A. Goodness of fit
• B. AIC
• C. BIC
• D. R-squared

Answer: (A)

Goodness of fit measures how well the model's predictions or expected values align with the data you actually observed. This is the broad, direct notion that the term conveys: it’s an overall index of how well the model fits the data.

That’s why this option is the best answer—the phrase itself specifically refers to the quality of fit between model and data. The other metrics have different roles: AIC and BIC are information criteria used to compare models by balancing fit with complexity, not just how well a model fits the data; and R-squared is a specific measure of the proportion of variance explained in regression, which is a particular aspect of fit rather than a general goodness-of-fit index.