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)

Sample data:

EstimatedVariance for a linear regression:

Wolfram Research (2007), EstimatedVariance, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/EstimatedVariance.html.

Text

Wolfram Research (2007), EstimatedVariance, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/EstimatedVariance.html.

BibTeX

@misc{reference.wolfram_2021_estimatedvariance, author="Wolfram Research", title="{EstimatedVariance}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/EstimatedVariance.html}", note=[Accessed: 05-August-2021 ]}

BibLaTeX

@online{reference.wolfram_2021_estimatedvariance, organization={Wolfram Research}, title={EstimatedVariance}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/EstimatedVariance.html}, note=[Accessed: 05-August-2021 ]}

CMS

Wolfram Language. 2007. "EstimatedVariance." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/EstimatedVariance.html.

APA

Wolfram Language. (2007). EstimatedVariance. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/EstimatedVariance.html