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
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 (1,620 words) - 18:39, 16 February 2025
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 (4,742 words) - 14:41, 27 May 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) - 16:57, 24 May 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
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) - 00:30, 11 April 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
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
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 (2,299 words) - 01:46, 25 May 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 (9,135 words) - 03:00, 28 May 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:...
75 KB (10,482 words) - 17:25, 13 May 2025
Least squares (redirect from Sum of Squared Error)
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...
39 KB (5,601 words) - 14:31, 24 April 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
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) - 00:11, 29 May 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
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
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
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
necessary to confirm suspicions of misconduct. Error analysis (linguistics) Error bar Errors and residuals in statistics Propagation of uncertainty Validated...
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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) - 03:46, 4 May 2025
more of these systematic errors may produce residuals that are normally distributed; in other words, non-normality of residuals is often a model deficiency...
12 KB (1,624 words) - 06:30, 27 August 2024
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
In statistics, sampling errors are incurred when the statistical characteristics of a population are estimated from a subset, or sample, of that population...
5 KB (698 words) - 18:44, 20 October 2023
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
square deviation Errors and residuals in statistics Khan, Aman U.; Hildreth, W. Bartley (2003). Case studies in public budgeting and financial management...
2 KB (241 words) - 16:13, 30 October 2023
demand forecast accuracy Errors and residuals in statistics Forecasting Forecasting accuracy Mean squared prediction error Optimism bias Reference class...
13 KB (1,678 words) - 05:55, 25 May 2025