Compute the residual sum of squares (RSS) incrementally.The residual sum of squares (also referred to as the sum of squared residuals (SSR) and the sum of squared errors (SSE)) is defined as RSS = ∑ i = 0 n −
Note the ambiguity in defining weighting. The Prism dialog gives the choice to weight by 1/Y2. This means that the squared residual is divided by Y2. The weighted residual is defined as the residual divided by Y. Prism minimizes the sum of the squares of these weighted residuals. Earlier ...
I use the matrix accum command to compute the sum of the products over the observations. Typing . matrix accum zpz = z1 z2 z3 puts (∑Ni=1z′izi) into the Stata matrix zpz, where zi=(z1i,z2i,z3i,1). The 1 appears because matrix accum has included the constant term by default...
Because the regression included a constant, the total sum reflects the sum after removal of means, as does the sum of squares due to the model. The table also reveals that there are 73 total degrees of freedom (counted as 74 observations less 1 for the mean removal), of which 2 are ...