Total sum of squares

Total sum of squares

The value of the total sum of squares (TSS) depends on the data being analyzed and the test that is being done.

In statistical linear models, (particularly in standard regression models), the TSS is the sum of the squares of the difference of the dependent variable and its grand mean:

:sum_{i=1}^{n}left(y_{i}-ar{y} ight)^2.

For wide classes of linear models:Total sum of squares = explained sum of squares + residual sum of squares.

In analysis of variance (ANOVA) the total sum of squares is the sum of the so-called "within-samples" sum of squares and "between-samples" sum of squares, i.e., partitioning of the sum of squares.In multivariate analysis of variance (MANOVA) the following equation appliesCite book
author = K. V. Mardia, J. T. Kent and J. M. Bibby
title = Multivariate Analysis
publisher = Academic Press
year = 1979
isbn = 0-12-471252-5
Especially chapters 11 and 12.] :mathbf{T} = mathbf{W} + mathbf{B}, where T is the total sum of squares and products (SSP) matrix, W is the within-samples SSP matrix and B is the between-samples SSP matrix.Similar terminology may also be used in linear discriminant analysis, where W and B are respectively referred to as the within-groups and between-groups SSP matrics.

ee also

*Sum of squares

References


Wikimedia Foundation. 2010.

Игры ⚽ Поможем написать реферат

Look at other dictionaries:

  • Sum of squares — is a concept that permeates much of inferential statistics and descriptive statistics. More properly, it is the sum of the squared deviations . Mathematically, it is an unscaled, or unadjusted measure of dispersion (also called variability). When …   Wikipedia

  • Explained sum of squares — In statistics, an explained sum of squares (ESS) is the sum of squared predicted values in a standard regression model (for example y {i}=a+bx {i}+epsilon {i}), where y {i} is the response variable, x {i} is the explanatory variable, a and b are… …   Wikipedia

  • Residual sum of squares — In statistics, the residual sum of squares (RSS) is the sum of squares of residuals. It is the discrepancy between the data and our estimation model. The smaller this discrepancy is, the better the estimation will be.:RSS = sum {i=1}^n (y i f(x… …   Wikipedia

  • Total least squares — The bivariate (Deming regression) case of Total Least Squares. The red lines show the error in both x and y. This is different from the traditional least squares method which measures error parallel to the y axis. The case shown, with deviations… …   Wikipedia

  • Ordinary least squares — This article is about the statistical properties of unweighted linear regression analysis. For more general regression analysis, see regression analysis. For linear regression on a single variable, see simple linear regression. For the… …   Wikipedia

  • Total harmonic distortion — The total harmonic distortion, or THD, of a signal is a measurement of the harmonic distortion present and is defined as the ratio of the sum of the powers of all harmonic components to the power of the Fundamental frequency.Lesser THD, for… …   Wikipedia

  • Least squares — The method of least squares is a standard approach to the approximate solution of overdetermined systems, i.e., sets of equations in which there are more equations than unknowns. Least squares means that the overall solution minimizes the sum of… …   Wikipedia

  • Linear least squares (mathematics) — This article is about the mathematics that underlie curve fitting using linear least squares. For statistical regression analysis using least squares, see linear regression. For linear regression on a single variable, see simple linear regression …   Wikipedia

  • Linear least squares/Proposed — Linear least squares is an important computational problem, that arises primarily in applications when it is desired to fit a linear mathematical model to observations obtained from experiments. Mathematically, it can be stated as the problem of… …   Wikipedia

  • Non-linear least squares — is the form of least squares analysis which is used to fit a set of m observations with a model that is non linear in n unknown parameters (m > n). It is used in some forms of non linear regression. The basis of the method is to… …   Wikipedia

Share the article and excerpts

Direct link
Do a right-click on the link above
and select “Copy Link”