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standard_error_of_residuals

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Standard Error of Residuals (the Residual)

Residual에 대한 standard deviation 값을 말한다. Residual Standard Error 라고 (RSE) 더 많이 불린다.

\begin{eqnarray*} \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}) \end{eqnarray*}

standard_error_of_residuals.1780039755.txt.gz · Last modified: by hkimscil

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