Residual variance: Difference between revisions
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<div class="definition"><div class="short_definition">(''Also called'' unexplained variance.) In general, the [[variance]] of any [[residual]]; in particular, the variance σ<sup>2</sup> (''y'' - ''Y'') of the difference between any [[variate]] ''y'' and its [[regression function]] ''Y''.</div><br/> <div class="paragraph"><br/>''See'' [[mean-square error]].</div><br/> </div> | <div class="definition"><div class="short_definition">(''Also called'' unexplained variance.) In general, the [[variance]] of any [[residual]]; in particular, the variance σ<sup>2</sup> (''y'' - ''Y'') of the difference between any [[variate]] ''y'' and its [[regression function|regression function]] ''Y''.</div><br/> <div class="paragraph"><br/>''See'' [[mean-square error]].</div><br/> </div> | ||
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Latest revision as of 16:47, 25 April 2012
residual variance
(Also called unexplained variance.) In general, the variance of any residual; in particular, the variance σ2 (y - Y) of the difference between any variate y and its regression function Y.
See mean-square error.
