On Dec 7, 6:07 pm, djh <halitsk...@att.net> wrote: > [...] > > IV. You wrote: > > ?4. SEP = sqrt[Residual Sum of Squares / df] > = sqrt[Residual Mean Square] > Are you sure Ivo's program doesn't give that as optional output?? > > He provides: > > rsq(), where rsq = ?sse? / ?sst? > adjrsq(), > sigmasq(), > ybar(), > sst(), > k(), > n() > > and I have a feeling that rsq is what you?re looking for. But if you > can?t say for sure, then what I?ll do is a complete rerun that > generates all of them and then compare each to the Excel Standard > Error of Prediction for the entire regression (not for any particular > coefficient.) > > [...]
If Ivo is using the usual terminology then rsq = 1 - sse/sst adjrsq = 1 - (sse/(n-k))/(sst/(n-1)) sigmasq = sse/(n-k) = ResidualMeanSquare = SEP^2
