Variance and Covariance Lecture

DS4PS / cpp-523-fall-2019

Course shell for CPP 523 Foundations of Program Evaluation I for Fall 2019.

http://ds4ps.org/cpp-523-fall-2019/

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Variance and Covariance Lecture #5

Open castower opened 5 years ago

castower commented 5 years ago

Hello all,

This is probably a very basic question but I want to clarify what the SSE stands for in the variance of the slope equation: SSE/n-2. I believe it is the squared sum of errors, but want to be sure that I am reading it correctly.

Thanks, Courtney

lecy commented 5 years ago

Yes! That's correct: SS Error = Error SS = Residual SS

SS pops up everywhere, and the labels are always different. It's why I emphasized the decomposition of the variance in the first lecture so much. I added a couple of notes to help.

(had a typo - image updated)