{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

week5 - Decomposition of Sum of Squares The total sum of...

Info icon This preview shows pages 1–5. Sign up to view the full content.

View Full Document Right Arrow Icon
STA302/1001 - week 5 1 Decomposition of Sum of Squares The total sum of squares (SS) in the response variable is The total SS can be decompose into two main sources; error SS and regression SS… The error SS is The regression SS is It is the amount of variation in Y ’s that is explained by the linear relationship of Y with X . ( 29 - = 2 Y Y SSTO i . 2 = i e SSE ( 29 - = . 2 2 1 X X b SSR i
Image of page 1

Info icon This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
STA302/1001 - week 5 2 Claims First, SSTO = SSR +SSE, that is Proof:…. Alternative decomposition is Proof: Exercises. ( 29 ( 29 + - = - = 2 2 2 1 2 i i i e X X b Y Y SSTO ( 29 ( 29 ( 29 - + - = - = 2 2 2 ˆ ˆ i i i i Y Y Y Y Y Y SSTO
Image of page 2
STA302/1001 - week 5 3 Analysis of Variance Table The decomposition of SS discussed above is usually summarized in analysis of variance table (ANOVA) as follow: Note that the MSE is s 2 our estimate of σ 2 .
Image of page 3

Info icon This preview has intentionally blurred sections. Sign up to view the full version.

View Full Document Right Arrow Icon
STA302/1001 - week 5 4 Coefficient of Determination The coefficient of determination is It must satisfy 0 ≤ R 2 ≤ 1.
Image of page 4
Image of page 5
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern