standard_error_of_residuals
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| standard_error_of_residuals [2026/05/29 07:29] – hkimscil | standard_error_of_residuals [2026/05/29 07:38] (current) – hkimscil | ||
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| ====== Standard Error of Residuals (the Residual) ====== | ====== Standard Error of Residuals (the Residual) ====== | ||
| - | Residual에 대한 standard deviation 값을 말한다. Residual Standard Error 라고 (RSE) 더 많이 불린다. | + | 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*} | \begin{eqnarray*} | ||
| Line 6: | Line 6: | ||
| \text{MSE} & = & \dfrac{\text{SSE}}{n-k-1} \\ | \text{MSE} & = & \dfrac{\text{SSE}}{n-k-1} \\ | ||
| \text{SSE} & = & \Sigma{\text{residuals}^2} \\ | \text{SSE} & = & \Sigma{\text{residuals}^2} \\ | ||
| - | \text{Residuals} & = & (y - \hat{y}) | + | \text{Residuals} & = & (y - \hat{y}) |
| + | \therefore \\ | ||
| + | \text{se of residuals} & = & \sqrt{ \dfrac { \Sigma {({y - \hat{y} }^2) } } {n-k-1} } \\ | ||
| \end{eqnarray*} | \end{eqnarray*} | ||
standard_error_of_residuals.1780039755.txt.gz · Last modified: by hkimscil