Fraction of variance unexplained: Difference between revisions

Content deleted Content added
Rffrancon (talk | contribs)
removed unnecessary and imprecise math expression for range
Rffrancon (talk | contribs)
m changed function name to formula for consistency
Line 4:
 
==Formal definition==
Suppose we are given a regression function ''&fnof;''<math>f(.)</math> yielding for each <math>y_i</math> an estimate <math>\widehat{y}_i = f(x_i)</math> where <math>x_i</math> is the vector of the ''i''<sup>th</sup> observations on all the explanatory variables. We define the fraction of variance unexplained (FVU) as:
 
:<math>\begin{align}