the regression errors and regression residuals and where they lead to the concept of studentized residuals. In econometrics, "errors" are also called...
16 KB (2,164 words) - 16:12, 23 May 2025
statistics, the residual sum of squares (RSS), also known as the sum of squared residuals (SSR) or the sum of squared estimate of errors (SSE), is the sum...
6 KB (1,055 words) - 08:31, 1 March 2023
variances of the errors at these different input variable values are equal. The issue is the difference between errors and residuals in statistics, particularly...
11 KB (1,575 words) - 22:30, 27 November 2024
Least absolute deviations (redirect from Least absolute residuals)
least absolute errors (LAE), least absolute residuals (LAR), or least absolute values (LAV), is a statistical optimality criterion and a statistical optimization...
16 KB (2,154 words) - 04:55, 22 November 2024
population of all possible observations, the residuals should belong to a Student's t-distribution. Studentized residuals are useful in making a statistical test...
14 KB (2,249 words) - 19:40, 6 March 2025
appropriate rejection of a false null hypothesis. Type I errors can be thought of as errors of commission, in which the status quo is erroneously rejected...
32 KB (4,726 words) - 21:02, 3 July 2025
attributed to such errors, they are "errors" in the sense in which that term is used in statistics; see errors and residuals in statistics. Every time a measurement...
18 KB (2,329 words) - 17:22, 7 July 2025
Root mean square deviation (redirect from Root Mean Squared Error)
(and are therefore always in reference to an estimate) and are called errors (or prediction errors) when computed out-of-sample (aka on the full set, referencing...
11 KB (1,622 words) - 20:57, 23 June 2025
(see errors and residuals in statistics for more details). Although the MSE (as defined in this article) is not an unbiased estimator of the error variance...
24 KB (3,861 words) - 12:45, 11 May 2025
error in medicine is used as a label for nearly all of the clinical incidents that harm patients. Medical errors are often described as human errors in...
18 KB (2,248 words) - 05:19, 5 July 2025
autocorrelation at lag 1 in the residuals (prediction errors) from a regression analysis. It is named after James Durbin and Geoffrey Watson. The small sample...
14 KB (1,780 words) - 15:31, 3 December 2024
Gauss–Markov theorem (redirect from Spherical error)
"disturbance", "noise" or simply "error" (will be contrasted with "residual" later in the article; see errors and residuals in statistics). Note that to include...
28 KB (4,717 words) - 18:09, 24 March 2025
Ordinary least squares (redirect from Standard error of the equation)
of variability in the residuals for different levels of the explanatory variables suggests possible heteroscedasticity. Residuals against explanatory variables...
65 KB (9,098 words) - 10:14, 3 June 2025
Linear regression (redirect from Error variable)
Linearity: Relationship between each predictor and outcome must be linear 2. Normality of residuals: Residuals should follow a normal distribution 3. Homoscedasticity:...
76 KB (10,482 words) - 04:54, 7 July 2025
Least squares (redirect from Sum of Squared Error)
Similarly, statistical tests on the residuals can be conducted if the probability distribution of the residuals is known or assumed. We can derive the...
36 KB (5,243 words) - 23:15, 19 June 2025
the case, the errors are said to be heteroskedastic, or to have heteroskedasticity, and this behaviour will be reflected in the residuals u ^ i {\textstyle...
18 KB (2,295 words) - 01:47, 14 June 2025
In statistics, mean absolute error (MAE) is a measure of errors between paired observations expressing the same phenomenon. Examples of Y versus X include...
8 KB (1,074 words) - 18:40, 16 February 2025
necessary to confirm suspicions of misconduct. Error analysis (linguistics) Error bar Errors and residuals in statistics Propagation of uncertainty Validated...
7 KB (1,070 words) - 02:01, 3 April 2023
curve is often assumed to be that which minimizes the sum of squared residuals. This is the ordinary least squares (OLS) approach. However, in cases...
10 KB (1,394 words) - 21:00, 17 March 2025
Propagation of uncertainty (redirect from Theory of errors)
uncertainty (or propagation of error) is the effect of variables' uncertainties (or errors, more specifically random errors) on the uncertainty of a function...
30 KB (4,020 words) - 12:33, 19 May 2025
The notation for standard error can be any one of SE, SEM (for standard error of measurement or mean), or SE. Standard errors provide simple measures of...
20 KB (2,781 words) - 01:28, 24 June 2025
Regression validation (category Wikipedia articles incorporating text from the National Institute of Standards and Technology)
of residuals against time drift in the errors (data collected over time): run charts of the response and errors versus time independence of errors: lag...
9 KB (1,117 words) - 22:30, 3 May 2024
E(e_{i}|X_{i})=0} The variance of the residuals e i {\displaystyle e_{i}} is constant across observations (homoscedasticity). The residuals e i {\displaystyle e_{i}}...
37 KB (5,235 words) - 03:23, 20 June 2025
Clustered standard errors (or Liang-Zeger standard errors) are measurements that estimate the standard error of a regression parameter in settings where...
10 KB (1,332 words) - 12:26, 24 May 2025
Error rate, meaning the frequency of errors, can have the following uses: Bayes error rate Bit error rate Per-comparison error rate Residual bit error...
366 bytes (75 words) - 04:44, 29 November 2022
Simple linear regression (redirect from Variance of the mean and predicted responses)
of squared residuals (see also Errors and residuals) ε ^ i {\displaystyle {\widehat {\varepsilon }}_{i}} (differences between actual and predicted values...
32 KB (5,331 words) - 19:00, 25 April 2025
amount of correlation between the residuals in the regression model. GLS is employed to improve statistical efficiency and reduce the risk of drawing erroneous...
18 KB (2,846 words) - 23:54, 25 May 2025
language or grammar. Common examples include: errors and residuals in statistics, e.g. in linear regression the error term in numerical integration This set...
411 bytes (85 words) - 23:51, 9 February 2025
detected as containing errors, and will be discarded. The likelihood that a particular bit will be detected as erroneous is the bit error rate. The RBER characterizes...
2 KB (193 words) - 22:41, 27 May 2022
Polynomial regression (section Definition and example)
models such as support vector regression with a polynomial kernel. If residuals have unequal variance, a weighted least squares estimator may be used...
15 KB (2,406 words) - 23:39, 31 May 2025