MSR Formula:
From: | To: |
Mean Square Regression (MSR) is a statistical measure used in regression analysis that represents the average of the squared differences between the predicted values and the mean of the dependent variable. It quantifies the variance explained by the regression model.
The calculator uses the MSR formula:
Where:
Explanation: MSR measures the average amount of variation in the dependent variable that is explained by the independent variables in the regression model.
Details: MSR is crucial for conducting F-tests in regression analysis, assessing the overall significance of the regression model, and comparing the explained variance to the unexplained variance (MSE).
Tips: Enter the Sum of Squares Regression (SSR) and Degrees of Freedom (df) values. Both values must be positive numbers, with df greater than zero.
Q1: What is the relationship between MSR and MSE?
A: MSR (Mean Square Regression) measures explained variance, while MSE (Mean Square Error) measures unexplained variance. The F-statistic is calculated as MSR/MSE.
Q2: How is degrees of freedom determined in regression?
A: For MSR, degrees of freedom typically equals the number of independent variables in the regression model.
Q3: What does a high MSR value indicate?
A: A high MSR value relative to MSE indicates that the regression model explains a significant portion of the variance in the dependent variable.
Q4: Can MSR be negative?
A: No, MSR cannot be negative since it is derived from squared values (SSR) divided by positive degrees of freedom.
Q5: How is MSR used in hypothesis testing?
A: MSR is used in the F-test to determine whether the regression model provides a better fit to the data than a model with no independent variables.