Fraction of variance unexplained: Difference between revisions

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Alternatively, the fraction of variance unexplained can be defined as follows:
 
:<math> \text{FVU} = \frac{\operatorname{MSE}(f)}{\operatorname{var}[Y]},</math>
 
where MSE(''f'') is the [[mean squared error]] of the regression function&nbsp;''&fnof;''.