Justify the equation SS(T) = SS(R) + SS(E). This equation is extremely important in statistics, both in regression theory and in the analysis of variance.

Involve a design matrix X with two or more columns and a least-squares solution . Consider the following numbers.

Every statistics text that discusses regression and the linear model y = X β + ϵ introduces these numbers, though terminology and notation vary somewhat To simplify matters, assume that the mean of the y-values is zero. In this case, SS(T) is proportional to what is called the variance of the set of y-values.

Transcribed Image Text:

ß of y = XB.