MSR Formula:
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MSR (Mean Square Regression) is a statistical measure used in regression analysis to quantify the average squared deviation explained by the regression model. It represents the variance explained by the regression line.
The calculator uses the MSR formula:
Where:
Explanation: MSR measures the average amount of variation explained by each predictor in the regression model.
Details: MSR is crucial for conducting F-tests in regression analysis, determining the overall significance of the regression model, and comparing the explanatory power of different models.
Tips: Enter the SSR value (must be ≥ 0) and the degrees of freedom for regression (must be ≥ 1). Both values are required for calculation.
Q1: What's the difference between MSR and MSE?
A: MSR measures explained variation, while MSE (Mean Square Error) measures unexplained variation. MSR = SSR/df_regression, MSE = SSE/df_error.
Q2: How is MSR used in F-test?
A: The F-statistic = MSR/MSE. A large F-value indicates the regression model explains a significant portion of the variance.
Q3: What are typical MSR values?
A: There's no fixed range for MSR values. They depend on the scale of your data and the number of predictors. Higher MSR generally indicates better model fit.
Q4: Can MSR be negative?
A: No, MSR cannot be negative since SSR (sum of squares) is always non-negative and degrees of freedom are positive.
Q5: When should I use MSR?
A: Use MSR when you need to assess the overall significance of your regression model or when comparing different regression models.