Activities
Terms and ideas
correlation(r)
, Pearson's correlation
variance
covariance
$ r = \frac{Cov[X, Y]}{\sqrt{Var[X] Var[Y]}} $
$ r = \frac{SP}{\sqrt{SS_{X} SS_{Y}} $
regression
regression line, $ \widehat{Y} = a + bX $
SS of Regression vs. SS of residual, $ SS_{total} = SS_{Y} = SS_{reg} + SS_{res}$
R
2
, $ R^2 = \frac{SS_{reg}}{SS_{total}}$
F-test, $ F = \frac{MS_{reg}}{MS_{res}} $
multiple regression