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Residual sum of squares in simple linear regression
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Mathematics
Area of mathematics
Probability and statistics
Statistical modelling
Normal linear model
Ordinary least squares estimators
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Words: 52
For a nonconstant predictor, put
S
xx
=
∑
i
(
x
i
−
x
ˉ
)
2
,
S
x
y
=
∑
i
(
x
i
−
x
ˉ
)
(
y
i
−
y
ˉ
)
,
S
yy
=
∑
i
(
y
i
−
y
ˉ
)
2
.
(186)
The minimized residual sum of squares is
RSS
=
S
yy
−
S
xx
S
x
y
2
.
(187)
Each centered sum can be recovered in constant time from the five raw sums
∑
x
i
,
∑
y
i
,
∑
x
i
2
,
∑
x
i
y
i
, and
∑
y
i
2
.
Ancestors
(7)
Ordinary least squares estimators
Normal linear model
Statistical modelling
Probability and statistics
Area of mathematics
Mathematics
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