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--- standard_error_of_residuals [2026/05/29 07:15] – hkimscil
+++ standard_error_of_residuals [2026/05/29 07:38] (current) – hkimscil
@@ Line 1: / Line 1: @@
 ====== Standard Error of Residuals (the Residual) ======
-Residual에 대한 standard deviation 값을 말한다.
+Residual에 대한 standard deviation 값을 말한다. Residual Standard Error 라고 (RSE) 더 많이 불린다. Residual은 종속변인 y의 측정단위의 일부이므로 standard error값은 예측값이 (y hat) 얼마나 틀릴지 알려주는 단위이다.
 \begin{eqnarray*}
-\text{se of residuals} & = & \sqrt{\dfrac {\text{MSE}} {n-2} } \\
+\text{se of residuals} & = & \sqrt{ \text{MSE} }, \;\;\; \text{where MSE = Mean Square Residual (Error) }  \\
+\text{MSE} & = & \dfrac{\text{SSE}}{n-k-1} \\
+\text{SSE} & = & \Sigma{\text{residuals}^2} \\
+\text{Residuals} & = & (y - \hat{y}) \\
+\therefore \\
+\text{se of residuals} & = & \sqrt{ \dfrac { \Sigma {({y - \hat{y} }^2) } } {n-k-1} } \\
 \end{eqnarray*}