Summary points

In lecture 6, we covered

  • R^2 = 1-\frac{RSS}{TSS}

  • R^{2} \mbox{(adj)} ={1-(1-R^{2}){n-1 \over n-k-1}}

  • ANOVA For The Simple Linear Regression

    Component Degrees of freedom (df) Sum of squares (SS) Mean squares (MS) F value
    Model 1 (S_{xy})^2/S_{xx} \frac{(S_{xy})^2/S_{xx}}{1} \frac{\frac{(S_{xy})^2/S_{xx}}{1}}{\frac{S_{yy}-(S_{xy})^2/S_{xx}}{n-2}}
    Residual n-2 S_{yy}-(S_{xy})^2/S_{xx} \frac{S_{yy}-(S_{xy})^2/S_{xx}}{n-2}
    Total n-1 \sum_i(y_i-\bar{y})^2 = S_{yy}