In the regress function what is the estimate of the error variance returned within stats
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Patricia Perez Gonzalez
on 18 Jun 2014
Commented: Ely Ondo Ekoghha
on 19 Jul 2018
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
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Accepted Answer
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.
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Ely Ondo Ekoghha
on 19 Jul 2018
please give us an example, i don't understand your explanation of error variance
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