CORRECT SUM OF SQUARES Flashcards
What is SST?
The sum of the squared differences between the observed values and the mean
Represents the total variation in a sample
What is SSR?
The sum of the squared differences between the mean and the regression line
Represents the improvement of the model
What is SSE?
The sum of the squared differences between the observed values and the regression line
Represents the variation in the data explained by the regression line
what is the relationship between the three types of sum of squares?
SST = SSR + SSE
So the total variability (TSS) is the variability explained by the model (SSR) and the variability not explained by the model (SSE)
What is the relationship between R squared and the different types of sum of squares?
Rsquared= SSR/SST
OR
Rsquared= 1 - (SSE/SST)
outline the different types of abbreviation to avoid conclusion
SST = TSS SSR = ESS SSE = RSS