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 \(n-1\) \(\sum_i(y_i-\bar{y})^2 = S_{yy}\)