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.