回归平方和 ESS,残差平方和 RSS,总体平方和 TSS
总变差 (TSS):被解释变量Y的观测值与其平均值的离差平
方和(总平方和)(说明 Y 的总变动程度)
解释了的变差 (ESS):被解释变量Y的估计值与其平均值的
离差平方和(回归平方和)
剩余平方和 (RSS):被解释变量观测值与估计值之差的平方
和(未解释的平方和)
他们的关系是TSS=RSS+ESS
TSS: Total Sum of Squares 总离差平方和/总平方和![](https://video.ask-data.xyz/img.php?b=https://iknow-pic.cdn.bcebos.com/9c16fdfaaf51f3de791b35b09feef01f3b2979bd?x-bce-process=image%2Fresize%2Cm_lfit%2Cw_600%2Ch_800%2Climit_1%2Fquality%2Cq_85%2Fformat%2Cf_auto)
ESS: Explained Sum of Squares 回归平方和/解释平方和![](https://video.ask-data.xyz/img.php?b=https://iknow-pic.cdn.bcebos.com/a08b87d6277f9e2f54de91dc1430e924b999f37f?x-bce-process=image%2Fresize%2Cm_lfit%2Cw_600%2Ch_800%2Climit_1%2Fquality%2Cq_85%2Fformat%2Cf_auto)
RSS: Residual Sum of Squares 残差平方和
![](https://video.ask-data.xyz/img.php?b=https://iknow-pic.cdn.bcebos.com/b999a9014c086e064643b39f09087bf40bd1cb7f?x-bce-process=image%2Fresize%2Cm_lfit%2Cw_600%2Ch_800%2Climit_1%2Fquality%2Cq_85%2Fformat%2Cf_auto)