This preview shows pages 1–5. Sign up to view the full content.
This preview has intentionally blurred sections. Sign up to view the full version.
View Full DocumentThis preview has intentionally blurred sections. Sign up to view the full version.
View Full Document
Unformatted text preview: [ n( p + 1 ) n1 ]1 , ( R 2p n1 )( n1 n( p + 1 ) ) ˆ σ 2 = [ 1adjR 2 ] Syy n1 , ˆ σ 2 = RSS ( n( p + 1 )) = MSE As adj R 2 increases ˆ σ 2 decrease. Comments Let p variables in model R 2 can viewed as a coefﬁcient of simple determination between the response Y i and the ﬁtted values ˆ Y i A large value of R 2 does not necessarily imply that the ﬁtted model is useful one. ⇒ Despite a high R 2 , the ﬁtted model may not be useful if most predictions require extrapolations outside the region of observations. Again even though R 2 is large, MSE may still be too large for inferences to be useful when high precision is required....
View
Full
Document
This note was uploaded on 01/02/2012 for the course STAT 5044` taught by Professor Staff during the Fall '11 term at Virginia Tech.
 Fall '11
 Staff

Click to edit the document details