In the regress function what is the estimate of the error variance returned within stats

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I am using the regress function from the Statistics Toolbox. It returns a parameter called stats, which includes "an estimate of the error variance", according to the documentation. I want to know how this "estimate of the error variance" is calculated. Also is this the RMS?
Thank you very much
Cheers
Patricia Pérez González

Accepted Answer

the cyclist
the cyclist on 18 Jun 2014
Edited: the cyclist on 18 Jun 2014
Error variance is the square of the root mean square error (RMSE). So, to be clear, it is RMSE^2.
You can verify this for yourself by typing
edit regress
and seeing the calculation of s2, which is the last element of the stats vector.

More Answers (1)

Patricia Perez Gonzalez
Patricia Perez Gonzalez on 19 Jun 2014
Thank you very much!

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