Residual variance: Difference between revisions

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<div class="definition"><div class="short_definition">(<br/>''Also called'' unexplained variance.) In general, the [[variance]] of any [[residual]]; in  particular, the variance &#x003c3;<sup>2</sup> (''y'' &minus; ''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 &#x003c3;<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>
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Revision as of 15:00, 20 February 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.



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