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Guest
Posted: Mon Dec 04, 2006 7:06 am
Hi everyone,

I am not a stats man at all, just a programmer. so sorry if this is a
silly question

I was asked to compute something but I do not know really how to do it.
we have 52 weekly observations of variable A (indiviual patient) and of
variable B (average of the control group). A regression is run per
patient-year: A = a + b*B + e;

from this regression the keep the Error sum of squares (SSE) component
of the R2 is kept. I was then told that from SSE, we can get a close
approximation to the Standard deviation of the weekly values of
variable A.

I was asked to come up with a formula that demonstrates this
approximation.

Can you please give me some advice?

Thanks.
Old Mac User
Posted: Mon Dec 04, 2006 12:14 pm
Guest
We need more information. Can you provide a sample of some of the
data?
I think I know what you are saying, but I'm not sure.

Also... this sentence needs some help.

"...from this regression the keep the Error sum of squares (SSE)
component
of the R2 is kept."

R2 is R-square, perhaps?

OMU



cp279@yahoo.com wrote:
Quote:
Hi everyone,

I am not a stats man at all, just a programmer. so sorry if this is a
silly question

I was asked to compute something but I do not know really how to do it.
we have 52 weekly observations of variable A (indiviual patient) and of
variable B (average of the control group). A regression is run per
patient-year: A = a + b*B + e;

from this regression the keep the Error sum of squares (SSE) component
of the R2 is kept. I was then told that from SSE, we can get a close
approximation to the Standard deviation of the weekly values of
variable A.

I was asked to come up with a formula that demonstrates this
approximation.

Can you please give me some advice?

Thanks.
Guest
Posted: Mon Dec 04, 2006 9:46 pm
On 4 Dec 2006 03:06:26 -0800, cp279@yahoo.com wrote:

Quote:
Hi everyone,

I am not a stats man at all, just a programmer. so sorry if this is a
silly question

I was asked to compute something but I do not know really how to do it.
we have 52 weekly observations of variable A (indiviual patient) and of
variable B (average of the control group). A regression is run per
patient-year: A = a + b*B + e;

from this regression the keep the Error sum of squares (SSE) component
of the R2 is kept. I was then told that from SSE, we can get a close
approximation to the Standard deviation of the weekly values of
variable A.

I was asked to come up with a formula that demonstrates this
approximation.

Can you please give me some advice?

Thanks.

You probably want sqrt(SEE/(n-2))
-Dick Startz
Guest
Posted: Tue Dec 05, 2006 5:42 am
Sorry,

yes R2 = R-Squared.

As I said I am not a stats man, and if I got the idea right this should
not be a sample dependent problem. What I was told is that you can
mathematically demonstrate that SEE (or SSE) component of R-Squared can
be a very close approximation to the Standard Deviation of the
dependent variable in the regression... in this case A = a + b*B + e.

So basically I was asked to implement both ways and should that the two
options are basically giving the same information.

Thanks


richardstartz@comcast.net wrote:

Quote:
On 4 Dec 2006 03:06:26 -0800, cp279@yahoo.com wrote:

Hi everyone,

I am not a stats man at all, just a programmer. so sorry if this is a
silly question

I was asked to compute something but I do not know really how to do it.
we have 52 weekly observations of variable A (indiviual patient) and of
variable B (average of the control group). A regression is run per
patient-year: A = a + b*B + e;

from this regression the keep the Error sum of squares (SSE) component
of the R2 is kept. I was then told that from SSE, we can get a close
approximation to the Standard deviation of the weekly values of
variable A.

I was asked to come up with a formula that demonstrates this
approximation.

Can you please give me some advice?

Thanks.

You probably want sqrt(SEE/(n-2))
-Dick Startz
Reef Fish
Posted: Thu Dec 07, 2006 12:01 am
Guest
cp279@yahoo.com wrote:
Quote:
Sorry,

yes R2 = R-Squared.

As I said I am not a stats man, and if I got the idea right this should
not be a sample dependent problem. What I was told is that you can
mathematically demonstrate that SEE (or SSE)

You were correct in your use of SSE. It was Dick Startz's typo when
he said SEE.


Quote:
component of R-Squared can
be a very close approximation to the Standard Deviation of the
dependent variable in the regression... in this case A = a + b*B + e.

That is WRONG. R-Squared is a correlation measure.

SSE/(n-2) for a simple regression is the estimate of the VARIANCE of
the ERROR term in the assumed N(0. sigma^2).

MSE (Mean squared error) is what it's called, which is the estimate
of sigma^2.

The sqrt of MSE is the estimate of the standard deviation (sigma) of
the error.

-- Reef Fish Bob.
Quote:

So basically I was asked to implement both ways and should that the two
options are basically giving the same information.

Thanks


richardstartz@comcast.net wrote:

On 4 Dec 2006 03:06:26 -0800, cp279@yahoo.com wrote:

Hi everyone,

I am not a stats man at all, just a programmer. so sorry if this is a
silly question

I was asked to compute something but I do not know really how to do it.
we have 52 weekly observations of variable A (indiviual patient) and of
variable B (average of the control group). A regression is run per
patient-year: A = a + b*B + e;

from this regression the keep the Error sum of squares (SSE) component
of the R2 is kept. I was then told that from SSE, we can get a close
approximation to the Standard deviation of the weekly values of
variable A.

I was asked to come up with a formula that demonstrates this
approximation.

Can you please give me some advice?

Thanks.

You probably want sqrt(SEE/(n-2))
-Dick Startz
 
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