Statistics for Regression

Anova

Anova is the variance analysis, that analyze the relationship between variance of dependent variables and variance of independent variables.

Residual Sum of Squares (RSS)

It is the variance of the interval that is not explained by the regression model. \(RSS = \sum({y_i}-\hat{y_i})^2\)

Residual Standard Error (RSE)

It is the standard deviation of the residuals.

\[RSE = \sqrt{\frac{1}{n-p-1}*RSS}\]

Explained Sum of Squares (ESS)

Variance of the predicted value by regression model.</br>

\[ESS = \sum(\hat{y_i}-\bar{y})^2\]