Mathematica 9 is now available

SEARCH MATHEMATICA 8 DOCUMENTATION

THIS IS DOCUMENTATION FOR AN OBSOLETE PRODUCT.
SEE THE DOCUMENTATION CENTER FOR THE LATEST INFORMATION.

Regression Common Functions Package >

Regression Common Package Symbol

Tutorials »|See Also »|More About »

EstimatedVariance

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

MORE INFORMATION

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 data set and p is the number of parameters.

Basic Examples (1)

Needs["LinearRegression`"]

Sample data:

Click for copyable input

EstimatedVariance for a linear regression:

CovarianceMatrix JackknifedVariance CoefficientOfVariation

Regression Common Functions Package

Regression Common Functions Package

© 2013 Wolfram Research, Inc.

Ask a question about this page | Suggest an improvement | Leave a message for the team