标题: ANOVA table with labels [打印本页] 作者: himanshumh 时间: 2011-7-13 15:49 标题: ANOVA table with labels
Does anyone know where I can find a good layout of a regression analysis with an ANOVA table with all the terms labeled in a rather simple way? I think I saw that somewhere in Stalla material when I was studying quant, probably in a problem and solution and can't find it now.作者: firat 时间: 2011-7-13 15:49
Regression K RSS MSR(RSS/K)
Error N-K-1 SSE MSE(SSE/N-K-1)
Total N-1 SST
F-Value = MSR/MSE
R^2 = RSS/SST
RMSE = sqrt(MSE)
The only thing that needs to be given is 2 of the following 3 (RSS, SSE, or SST)作者: jacksparrow 时间: 2011-7-13 15:49
Good post, thanks pc79.作者: hassan 时间: 2011-7-13 15:49
Thanks for posting that!作者: eoin 时间: 2011-7-13 15:49
I expanded on what jgrandits gave us and came up with this below for anyone that wants it. The tabbing is off but you can paste this into word and fix that.
Sum of Squares Mean Sum of Squares F
Regression K RSS MSR(RSS/K) (MSR/MSE)
Error N-K-1 SSE MSE(SSE/N-K-1)
Total N-1 SST(RSS+SSE)
F-Value = MSR/MSE
R^2 = RSS/SST
RMSE = sqrt(MSE)
The only thing that needs to be given is 2 of the following 3 (RSS, SSE, or SST) along with the # of observations and the number of degrees of freedom.
N: Number of Observations
K: Degrees of Freedom
RSS: Regression Sum of Squares
SSE: Sum of Squared Errors
SST: Total Sum of Squares – Total Variation
MSR: Mean Square of Regression
MSE: Mean Square of Errors
SSE: Standard Error of Estimates
