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Simple Linear Regression
In statistics, simple linear regression is a linear regression model with a single explanatory variable. That is, it concerns two-dimensional sample points with one independent variable and one dependent variable (conventionally, the ''x'' and ''y'' coordinates in a Cartesian coordinate system) and finds a linear function (a non-vertical straight line) that, as accurately as possible, predicts the dependent variable values as a function of the independent variable. The adjective ''simple'' refers to the fact that the outcome variable is related to a single predictor. It is common to make the additional stipulation that the ordinary least squares (OLS) method should be used: the accuracy of each predicted value is measured by its squared '' residual'' (vertical distance between the point of the data set and the fitted line), and the goal is to make the sum of these squared deviations as small as possible. Other regression methods that can be used in place of ordinary least squar ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Residual Sum Of Squares
In statistics, the residual sum of squares (RSS), also known as the sum of squared estimate of errors (SSE), is the sum of the squares of residuals (deviations predicted from actual empirical values of data). It is a measure of the discrepancy between the data and an estimation model, such as a linear regression. A small RSS indicates a tight fit of the model to the data. It is used as an optimality criterion in parameter selection and model selection. In general, total sum of squares = explained sum of squares + residual sum of squares. For a proof of this in the multivariate ordinary least squares (OLS) case, see partitioning in the general OLS model. One explanatory variable In a model with a single explanatory variable, RSS is given by: :\operatorname = \sum_^n (y_i - f(x_i))^2 where ''y''''i'' is the ''i''th value of the variable to be predicted, ''x''''i'' is the ''i''th value of the explanatory variable, and f(x_i) is the predicted value of ''y''''i'' (also te ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Discrete Uniform Distribution
In probability theory and statistics, the discrete uniform distribution is a symmetric probability distribution wherein a finite number of values are equally likely to be observed; every one of ''n'' values has equal probability 1/''n''. Another way of saying "discrete uniform distribution" would be "a known, finite number of outcomes equally likely to happen". A simple example of the discrete uniform distribution is throwing a fair dice. The possible values are 1, 2, 3, 4, 5, 6, and each time the die is thrown the probability of a given score is 1/6. If two dice are thrown and their values added, the resulting distribution is no longer uniform because not all sums have equal probability. Although it is convenient to describe discrete uniform distributions over integers, such as this, one can also consider discrete uniform distributions over any finite set. For instance, a random permutation is a permutation generated uniformly from the permutations of a given length, and a ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Natural Numbers
In mathematics, the natural numbers are those numbers used for counting (as in "there are ''six'' coins on the table") and ordering (as in "this is the ''third'' largest city in the country"). Numbers used for counting are called '' cardinal numbers'', and numbers used for ordering are called '' ordinal numbers''. Natural numbers are sometimes used as labels, known as '' nominal numbers'', having none of the properties of numbers in a mathematical sense (e.g. sports jersey numbers). Some definitions, including the standard ISO 80000-2, begin the natural numbers with , corresponding to the non-negative integers , whereas others start with , corresponding to the positive integers Texts that exclude zero from the natural numbers sometimes refer to the natural numbers together with zero as the whole numbers, while in other writings, that term is used instead for the integers (including negative integers). The natural numbers form a set. Many other number sets are built by suc ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Empirical Distribution Function
In statistics, an empirical distribution function (commonly also called an empirical Cumulative Distribution Function, eCDF) is the distribution function associated with the empirical measure of a sample. This cumulative distribution function is a step function that jumps up by at each of the data points. Its value at any specified value of the measured variable is the fraction of observations of the measured variable that are less than or equal to the specified value. The empirical distribution function is an estimate of the cumulative distribution function that generated the points in the sample. It converges with probability 1 to that underlying distribution, according to the Glivenko–Cantelli theorem. A number of results exist to quantify the rate of convergence of the empirical distribution function to the underlying cumulative distribution function. Definition Let be independent, identically distributed real random variables with the common cumulative distributi ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Random Variable
A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. It is a mapping or a function from possible outcomes (e.g., the possible upper sides of a flipped coin such as heads H and tails T) in a sample space (e.g., the set \) to a measurable space, often the real numbers (e.g., \ in which 1 corresponding to H and -1 corresponding to T). Informally, randomness typically represents some fundamental element of chance, such as in the roll of a dice; it may also represent uncertainty, such as measurement error. However, the interpretation of probability is philosophically complicated, and even in specific cases is not always straightforward. The purely mathematical analysis of random variables is independent of such interpretational difficulties, and can be based upon a rigorous axiomatic setup. In the formal mathematical language of measure theory, a random ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Proofs Involving Ordinary Least Squares
The purpose of this page is to provide supplementary materials for the ordinary least squares article, reducing the load of the main article with mathematics and improving its accessibility, while at the same time retaining the completeness of exposition. Derivation of the normal equations Define the ith residual to be :r_i= y_i - \sum_^ X_\beta_j. Then the objective S can be rewritten :S = \sum_^m r_i^2. Given that ''S'' is convex, it is minimized when its gradient vector is zero (This follows by definition: if the gradient vector is not zero, there is a direction in which we can move to minimize it further – see maxima and minima.) The elements of the gradient vector are the partial derivatives of ''S'' with respect to the parameters: :\frac=2\sum_^m r_i\frac \qquad (j=1,2,\dots, n). The derivatives are :\frac=-X_. Substitution of the expressions for the residuals and the derivatives into the gradient equations gives :\frac = 2\sum_^ \left( y_i-\sum_^ X_\beta_k \right) ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Coefficient Of Determination
In statistics, the coefficient of determination, denoted ''R''2 or ''r''2 and pronounced "R squared", is the proportion of the variation in the dependent variable that is predictable from the independent variable(s). It is a statistic used in the context of statistical models whose main purpose is either the prediction of future outcomes or the testing of hypotheses, on the basis of other related information. It provides a measure of how well observed outcomes are replicated by the model, based on the proportion of total variation of outcomes explained by the model. There are several definitions of ''R''2 that are only sometimes equivalent. One class of such cases includes that of simple linear regression where ''r''2 is used instead of ''R''2. When only an intercept is included, then ''r''2 is simply the square of the sample correlation coefficient (i.e., ''r'') between the observed outcomes and the observed predictor values. If additional regressors are included, ''R''2 i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Regression Toward The Mean
In statistics, regression toward the mean (also called reversion to the mean, and reversion to mediocrity) is the fact that if one sample of a random variable is extreme, the next sampling of the same random variable is likely to be closer to its mean. Furthermore, when many random variables are sampled and the most extreme results are intentionally picked out, it refers to the fact that (in many cases) a second sampling of these picked-out variables will result in "less extreme" results, closer to the initial mean of all of the variables. Mathematically, the strength of this "regression" effect is dependent on whether or not all of the random variables are drawn from the same distribution, or if there are genuine differences in the underlying distributions for each random variable. In the first case, the "regression" effect is statistically likely to occur, but in the second case, it may occur less strongly or not at all. Regression toward the mean is thus a useful concept to ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Standard Score
In statistics, the standard score is the number of standard deviations by which the value of a raw score (i.e., an observed value or data point) is above or below the mean value of what is being observed or measured. Raw scores above the mean have positive standard scores, while those below the mean have negative standard scores. It is calculated by subtracting the population mean from an individual raw score and then dividing the difference by the population standard deviation. This process of converting a raw score into a standard score is called standardizing or normalizing (however, "normalizing" can refer to many types of ratios; see normalization for more). Standard scores are most commonly called ''z''-scores; the two terms may be used interchangeably, as they are in this article. Other equivalent terms in use include z-values, normal scores, standardized variables and pull in high energy physics. Computing a z-score requires knowledge of the mean and standard d ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Sample Mean And Covariance
The sample mean (or "empirical mean") and the sample covariance are statistics computed from a sample of data on one or more random variables. The sample mean is the average value (or mean value) of a sample of numbers taken from a larger population of numbers, where "population" indicates not number of people but the entirety of relevant data, whether collected or not. A sample of 40 companies' sales from the Fortune 500 might be used for convenience instead of looking at the population, all 500 companies' sales. The sample mean is used as an estimator for the population mean, the average value in the entire population, where the estimate is more likely to be close to the population mean if the sample is large and representative. The reliability of the sample mean is estimated using the standard error, which in turn is calculated using the variance of the sample. If the sample is random, the standard error falls with the size of the sample and the sample mean's distribution ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Variance
In probability theory and statistics, variance is the expectation of the squared deviation of a random variable from its population mean or sample mean. Variance is a measure of dispersion, meaning it is a measure of how far a set of numbers is spread out from their average value. Variance has a central role in statistics, where some ideas that use it include descriptive statistics, statistical inference, hypothesis testing, goodness of fit, and Monte Carlo sampling. Variance is an important tool in the sciences, where statistical analysis of data is common. The variance is the square of the standard deviation, the second central moment of a distribution, and the covariance of the random variable with itself, and it is often represented by \sigma^2, s^2, \operatorname(X), V(X), or \mathbb(X). An advantage of variance as a measure of dispersion is that it is more amenable to algebraic manipulation than other measures of dispersion such as the expected absolute deviatio ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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