diff --git a/education/statistics/Correlation and Regression.md b/education/statistics/Correlation and Regression.md index 3fbe593..0f14f06 100644 --- a/education/statistics/Correlation and Regression.md +++ b/education/statistics/Correlation and Regression.md @@ -106,7 +106,9 @@ $$ \hat{y} = \frac{x-\bar{x}}{\sigma_x} * r * \sigma_y + \bar{y} $$ The distance of an individual point from the regression line. - If a point is below the line, the error is negative. - If a point is above the line, the error is positive. -- This value is calculated by subtracting the y value of the regression line from the y value of the point. +- `residual = observed - predicted` for a given $x$ value +- The r.m.s error is the r.m.s size of the errors +$$ \sqrt{1-r^2}(\sigma_y) $$ ---