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Summary formula sheet for simple linear ... - NCSU Statistics

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2 R = Regression SS/ Total SS = "proportion<br />

explained"<br />

MSE = error mean square = estimate of 52 = Error SS/ df<br />

df= degrees of freedom = n-2 <strong>for</strong> <strong>simple</strong><br />

<strong>linear</strong>.<br />

Example<br />

Data points (x 1,y 1), (x 2,y 2), ...., (x n,y n)<br />

_<br />

(1,5), (2,7),<br />

_<br />

(3,9), (4,6), (5,8)<br />

x = 15/5=3, y = 7<br />

Corrected sum of squares <strong>for</strong> x:<br />

n _<br />

! 2 2 2<br />

(x - x) = S = (1-3) +...+(5-3) = 10<br />

i=1<br />

i xx<br />

Corrected sum of squares <strong>for</strong> y:<br />

n _<br />

! 2 2 2<br />

(y -y) = S = (5-7) +...+(8-7) = 10<br />

i=1<br />

i yy<br />

Corrected sum of cross products = S xy=<br />

n _ _<br />

! (x - x)(y -y) =<br />

i=1<br />

i i<br />

(-2)(-2)+(-1)(0)+...+(2)(1) = 5 =

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