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Results tagged with ancova
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user 43750
Analysis of Covariance. This is really a special case of multiple linear regression, used in ANOVA-like settings with some continuous covariates in addition to the categorical ones.
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How is the coefficient of determination in ANCOVA computed?
Given the following ANCOVA model:
$Y_{ij}=\mu+\alpha_i+\beta X_{ij}+\epsilon_{ij}$,
$e_{ij}\sim N(0,\sigma^2)$ i.i.d.,
$\alpha_1=0$,
$i=1,..., m$,
$j=1,..., n$
Given I have already computed
$SC …
- 595
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Accepted
How is the coefficient of determination in ANCOVA computed?
The coefficient of determination $R^2$ is computed by first computing the total sums of squares $SS_T$ and the explained sums of squares $SS_\hat{Y}$:
$SS_\hat{Y} = \sum_i(\hat{y_i}-\bar{y})^2$
$SS_ …
- 595