回归估计的标准误(Standard error of regression estimation)

1、回归方程是一种预测,但并未给出预测准确性的信息;

2、回归估计的标准误给出回归线和数据点之间标准距离的量度;

1. The regression equation is a prediction, but it does not give information about the accuracy of the prediction;

2, the standard error of regression estimation gives a measure of the standard distance between the regression line and the data point;


如何计算回归估计的标准误(How to calculate the standard error of regression estimation)

1、首先计算误差和方(First calculate the error sum of squares)

SSerror=

2、将误差的和方除以自由度,开方

自由度为:df = n-2 Divide the sum of the errors by the degrees of freedom, square root

The degrees of freedom are: df = n-2

Serror=


标准误和相关系数之间的关系(The relationship between standard error and correlation coefficient)

SSerror=(1 - r2) SSY