Linear Regression, Statistics, Machine Learning, Data Science, Technology.
prediction Y_hat = np.dot(X,beta_hat) residuals = Y-Y_hat RSS = np.sum(np.square(residuals)) sigma_squared_hat = RSS/(N-2) TSS = np.sum(np.square(Y-np.repeat(Y.mean(),len(Y)))) MSE = sigma_squared_hat RMSE = np.sqrt(MSE) R_squared = (TSS-RSS)/TSS # Standard error of estimates:square root of