I'm getting a different error variance than regress...
1 view (last 30 days)
Show older comments
Hi All, I'm confused about how the error variance is computed in regress. Why is STATS(4) sometimes larger than var(Y)? Why isn't it always equal to var(Resid)?
clear all;clc;
X=rand(100,3);
Y=rand(100,1);
[B,BINT,R,RINT,STATS] = regress(Y,[ones(size(X,1),1),X]);
varY=var(Y);
varResid=var(Y'-B'*[ones(size(X,1),1),X]');
disp(['var(Y) = ' num2str(varY)]);
disp(['var(Resid) = ' num2str(varResid)]);
disp(['STATS(4) = ' num2str(STATS(4))]);
thanks!
0 Comments
Answers (0)
See Also
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!