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GPS-X Technical Reference

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The overall variation explained is calculated as:<br />

Equation 14.33<br />

The % variation explained is not a model adequacy test but is useful because it shows<br />

how much of the variation in the data is accounted for by the fitted model. This test is<br />

only reported when the maximum likelihood or sum of squares objective functions are<br />

used.<br />

Significance of Regression<br />

This test involves testing the null hypothesis that all the model parameters are zero<br />

against the alternative hypothesis that all the parameters are not zero.<br />

The following sum of squares ratio is calculated for each response variable:<br />

Equation 14.34<br />

where SSreg j is the weighted regression sum of squares for target variable j and is defined<br />

by:<br />

Equation 14.35<br />

The sum of squares ratio follows an F-distribution if the errors in the measurements are<br />

independent, normally distributed random variables and if the model parameters are all<br />

zero.<br />

<strong>GPS</strong>-X <strong>Technical</strong> <strong>Reference</strong>

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