FORMULA LIST

1. Estimated Variances

s 2 b1  
MSE
 X i 
2
X
1 X2 
s 2 b0   MSE   
 n  X i  X 
2
 
1
s yˆ h   MSE  
2 Xh  X 
2


 
 n  X i  X 
2
 
 1
s pred   MSE 1  
2 X  X 
h
2


 n  X  X  
2
i

2. ANOVA Sum of Squares

 
SSR   Yˆi  Y
2

SSE   Y  Yˆ 
2
i i

SSLF   Y  Yˆ 
2
j ij

SSPE   Yij  Y j 
2

SSTO   Yij  Y j  
2

3. Matrix Approach

i. Normal Equations
X' Xb  X' Y

ii. ANOVA Sum of Squares

 1
SSTO  Y' Y   Y' JY
n
SSE  Y' Y  b' X' Y
 1
SSR  b' X' Y   Y' JY
n
iii. Estimated Variance-covariance

s 2 b  MSE X' X 

1

iv. Estimated Variance

 
s 2 Yˆh  X h' s 2 bX h
s pred   MSE 1  X h' X' X  X h
2
 1
