Date: Dec 8, 2012 2:58 AM
Author: Ray Koopman
Subject: Re: Response to your last
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

I'll respond to the other points later.