c:grad:mrm:2015:week09
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}} $
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- regression line, $ \widehat{Y} = a + bX $
- SS of Regression vs. SS of residual, $ SS_{total} = SS_{Y} = SS_{reg} + SS_{res}$
- R2, $ R^2 = \frac{SS_{reg}}{SS_{total}}$
- F-test, $ F = \frac{MS_{reg}}{MS_{res}} $
c/grad/mrm/2015/week09.txt · Last modified: 2016/07/01 14:53 by hkimscil