2015년 7월 23일 목요일

SSE, SEE

SSE(Standard Squared Error): sum((actual y - expected y)^2)
SEE(Standard Error of Estimates): sqrt(SSE/n-k)     (where k is the number of variables. e.g. y = 1 + x => k = 2)

SST = SSE + SSR
R^2 = SSR/SST (how accurate regression line is)

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