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Variance of the mean and predicted responses information


In regression, mean response (or expected response) and predicted response, also known as mean outcome (or expected outcome) and predicted outcome, are values of the dependent variable calculated from the regression parameters and a given value of the independent variable. The values of these two responses are the same, but their calculated variances are different. The concept is a generalization of the distinction between the standard error of the mean and the sample standard deviation.

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Variance of the mean and predicted responses

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mean response (or expected response) and predicted response, also known as mean outcome (or expected outcome) and predicted outcome, are values of the...

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Standard error

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error of the weighted mean Sample mean and sample covariance Standard error of the median Variance Variance of the mean and predicted responses Altman...

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Simple linear regression

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with mean β and variance σ 2 / ∑ ( x i − x ¯ ) 2 , {\displaystyle \sigma ^{2}\left/\sum (x_{i}-{\bar {x}})^{2}\right.,} where σ2 is the variance of the error...

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Prediction interval

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method and is used in the sequel. A prediction interval [ℓ,u] for a future observation X in a normal distribution N(μ,σ2) with known mean and variance may...

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Analysis of variance

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Analysis of variance (ANOVA) is a collection of statistical models and their associated estimation procedures (such as the "variation" among and between...

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Linear regression

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variable whose mean is large will typically have a greater variance than one whose mean is small. For example, a person whose income is predicted to be $100...

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Errors and residuals

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variance. No correction is necessary if the population mean is known. It is remarkable that the sum of squares of the residuals and the sample mean can...

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Generalized linear model

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regression and least squares fitting to variance stabilized responses, have been developed. Ordinary linear regression predicts the expected value of a given...

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Variance inflation factor

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In statistics, the variance inflation factor (VIF) is the ratio (quotient) of the variance of a parameter estimate when fitting a full model that includes...

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Variance function

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statistics, the variance function is a smooth function that depicts the variance of a random quantity as a function of its mean. The variance function is...

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Median

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large normal samples), which is to say the variance of the median will be ~50% greater than the variance of the mean. For any real-valued probability distribution...

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Genetic variance

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Genetic variance is a concept outlined by the English biologist and statistician Ronald Fisher in his fundamental theorem of natural selection. In his...

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Coefficient of determination

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estimate of the population variance around the mean. dfres is given in terms of the sample size n and the number of variables p in the model, dfres = n − p...

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Ordinary least squares

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homoscedastic and serially uncorrelated. Under these conditions, the method of OLS provides minimum-variance mean-unbiased estimation when the errors have...

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List of statistics articles

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law Mean Mean – see also expected value Mean absolute error Mean absolute percentage error Mean absolute scaled error Mean and predicted response Mean deviation...

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Bias of an estimator

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d.) random variables with expectation μ and variance σ2. If the sample mean and uncorrected sample variance are defined as X ¯ = 1 n ∑ i = 1 n X i S...

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Dependent and independent variables

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different expectation value. Each Ui has an expectation value of 0 and a variance of σ2. Expectation of Yi Proof: E [ Y i ] = E [ α + β x i + U i ] = α + β x...

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Allan variance

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The Allan variance (AVAR), also known as two-sample variance, is a measure of frequency stability in clocks, oscillators and amplifiers. It is named after...

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Random effects model

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model, also called a variance components model, is a statistical model where the model parameters are random variables. It is a kind of hierarchical linear...

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Pearson correlation coefficient

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regression slopes Square root of the ratio of two variances Mean cross-product of standardized variables Function of the angle between two standardized...

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Poisson regression

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generalization of Poisson regression because it loosens the highly restrictive assumption that the variance is equal to the mean made by the Poisson model. The traditional...

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Confirmatory factor analysis

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the unobserved latent variable. That is, y[i] is the vector of observed responses predicted by the unobserved latent variable ξ {\displaystyle \xi }...

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Effect size

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controlling for other predictors, making it analogous to the r2. Eta-squared is a biased estimator of the variance explained by the model in the population (it...

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