In statistical data analysis
the total sum of squares
) is a quantity that appears as part of a standard way of presenting results of such analyses. For a set of observations
, it is defined as the sum over all squared differences between the observations and their overall mean
is the total sum of squares and products (SSP) matrix
is the within-samples SSP matrix and B
is the between-samples SSP matrix. Similar terminology may also be used in linear discriminant analysis
, where W
are respectively referred to as the within-groups and between-groups SSP matrices.
- ^ Everitt, B.S. (2002) The Cambridge Dictionary of Statistics, CUP, ISBN 0-521-81099-X
- ^ a b K. V. Mardia, J. T. Kent and J. M. Bibby (1979). Multivariate Analysis. Academic Press. ISBN 0-12-471252-5. Especially chapters 11 and 12.
Last edited on 8 May 2021, at 20:45
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