RegressionCommon`
RegressionCommon`

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.

Details

  • 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.

Examples

Basic Examples  (1)

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Sample data:

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EstimatedVariance for a linear regression:

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See Also

CovarianceMatrix  JackknifedVariance  CoefficientOfVariation

Tutorials