CORRECT SUM OF SQUARES Flashcards

1
Q

What is SST?

A

The sum of the squared differences between the observed values and the mean

Represents the total variation in a sample

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2
Q

What is SSR?

A

The sum of the squared differences between the mean and the regression line

Represents the improvement of the model

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3
Q

What is SSE?

A

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

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4
Q

what is the relationship between the three types of sum of squares?

A

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)

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5
Q

What is the relationship between R squared and the different types of sum of squares?

A

Rsquared= SSR/SST
OR
Rsquared= 1 - (SSE/SST)

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6
Q

outline the different types of abbreviation to avoid conclusion

A
SST = TSS
SSR = ESS
SSE = RSS
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