How To Calculate Sst Ssr Sse
R a d j 2 1 n 1 n p s s e s s t.
How to calculate sst ssr sse. Note that with r2 and sst one can calculate ssr r2sst and sse 1 r2 sst example. There is also the cross product sum of squares ss xx ss xy and ss yy. S s e 6 921 displaystyle sse 6 921. After you compute sse and sstr the sum of these terms is calculated giving the sst.
For example if instead you are interested in the squared deviations of predicted values with respect to the average then you should use this regression sum of squares calculator. Note that p includes the intercept so for example p is 2 for a linear fit. Given a constant total variability a lower error will cause a better regression. The total variability of the data set is equal to the variability explained by the regression line plus the unexplained variability known as error.
For this data set the sse is calculated by adding together the ten values in the third column. How to compute the total sum of squares the total sum of squares sst equals the sum of the sstr and the sse. There are other types of sum of squares. Ozone data we saw r 8874 so r2 78875 of the variation in y is explained by the regression with sst 1014 75 we can get ssr r2sst 78875 1014 75 800 384 6.
Mathematically sst ssr sse.