RegressionCommon`
RegressionCommon`
EstimatedVariance
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.