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Glossary

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   / Home / LernStats / Simple Regression / Common Variance, Explained Variance and Error Variance


LernStats
(Chapter 6 - Page 5 / 7)

Common Variance, Explained Variance and Error Variance

common variance = variance of Y

error variance = variance of estimation errors

common variance = explained variance + error variance

If the variables are not independent,
error variance is smaller than common variance.

Determination coefficient D = portion of explained variance in common variance



 
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