Residual variance
residual variance
(Also called unexplained variance.) In general, the variance of any residual; in particular, the variance σ2 (y - Y) of the difference between any variate y and its regression function Y.
See mean-square error.
(Also called unexplained variance.) In general, the variance of any residual; in particular, the variance σ2 (y - Y) of the difference between any variate y and its regression function Y.
See mean-square error.