EstimatedVariance

As of Version 7.0, EstimatedVariance has become a property of LinearModelFit and NonlinearModelFit.

EstimatedVariance
is a possible value for the RegressionReport option which represents the estimated error variance.

DetailsDetails

  • To use EstimatedVariance, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"] or Needs["NonlinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
  • EstimatedVariance is equivalent to the squared sum of FitResiduals divided by the degrees of freedom n-p where n is the length of the dataset and p is the number of parameters.

ExamplesExamplesopen allclose all

Basic Examples  (1)Basic Examples  (1)

In[1]:=
Click for copyable input

Sample data:

In[2]:=
Click for copyable input

EstimatedVariance for a linear regression:

In[3]:=
Click for copyable input
Out[3]=