the regression errors and regression residuals and where they lead to the concept of studentized residuals. In econometrics, "errors" are also called...

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...

variances of the errors at these different input variable values are equal. The issue is the difference between errors and residuals in statistics, particularly...

least absolute errors (LAE), least absolute residuals (LAR), or least absolute values (LAV), is a statistical optimality criterion and a statistical optimization...

(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...

population of all possible observations, the residuals should belong to a Student's t-distribution. Studentized residuals are useful in making a statistical test...

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...

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...

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...

(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...

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...

"disturbance", "noise" or simply "error" (will be contrasted with "residual" later in the article; see errors and residuals in statistics). Note that to include...

Clustered standard errors (or Liang-Zeger standard errors) are measurements that estimate the standard error of a regression parameter in settings where...

of variability in the residuals for different levels of the explanatory variables suggests possible heteroscedasticity. Residuals against explanatory variables...

uncertainty (or propagation of error) is the effect of variables' uncertainties (or errors, more specifically random errors) on the uncertainty of a function...

in which the sum of the squares of the residuals (a residual being the difference between an observed value and the fitted value provided by a model) is...

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}}...

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...

Linearity: Relationship between each predictor and outcome must be linear 2. Normality of residuals: Residuals should follow a normal distribution 3. Homoscedasticity:...

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...

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...

necessary to confirm suspicions of misconduct. Error analysis (linguistics) Error bar Errors and residuals in statistics Propagation of uncertainty Validated...

In statistics, mean absolute error (MAE) is a measure of errors between paired observations expressing the same phenomenon. Examples of Y versus X include...

amount of correlation between the residuals in the regression model. GLS is employed to improve statistical efficiency and reduce the risk of drawing erroneous...

of squared residuals (see also Errors and residuals) ε ^ i {\displaystyle {\widehat {\varepsilon }}_{i}} (differences between actual and predicted values...

more of these systematic errors may produce residuals that are normally distributed; in other words, non-normality of residuals is often a model deficiency...

In statistics, sampling errors are incurred when the statistical characteristics of a population are estimated from a subset, or sample, of that population...

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...

square deviation Errors and residuals in statistics Khan, Aman U.; Hildreth, W. Bartley (2003). Case studies in public budgeting and financial management...

demand forecast accuracy Errors and residuals in statistics Forecasting Forecasting accuracy Mean squared prediction error Optimism bias Reference class...