TRegStats::SSE Field

Regression statistical parameters.

This structured type describes the following regression statistical parameters.

• SSE - Residual sum of squares.
• SST - Total sum of squares TSS = SSE + SSR.
• SSR - Regression sum of squares.
• ResidualVar - Residual variance (aka MSE).
• R2 - Coefficient of determination.
• AdjustedR2 - Adjusted coefficient of determination.
• StdError = sqrt(SSE/dFE) = sqrt(MSE) = sqrt(ResidualVar)
• dFE = Number_Of_Observations - Number_Of_Parameters
• dFT = Number_Of_Observations - 1
• FStat - Additional F-statistics parameters.