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F=
SSR k
.
SSE (n k 1)
Analysis of Variance
Source
Regression
Error
Total
DF
3
11
14
SS
570744
52280
623024
MS
190248
4753
F-Value
40.03
P-Value
0.000
R-sq
91.61%
R-sq(adj)
89.32%
R-sq(pred)
87.66%
Coefficients
Term
Constant
Size
Age
Lot Size
Coef
-161
41.46
-2.36
48.31
MSR
SSR
SSE
, where MSR =
and MSE =
.
MSE
k
n k 1
Model Summary
S
68.9399
F=
SE Coef
191
7.51
8.81
9.01
T-Value
-0.84
5.52
-0.27
5.36
P-Value
0.418
0.000
0.794
0.000
So MSE is the "Mean Square for Residuals", that is, the ratio of
SSE to the (Residual) degrees of freedom, nk 1. Note that MSE
is the same as s2.
In the housing example, from the Minitab output, we find that
MSE = 4753, which is the ratio SSE/DF(Residual) = 52280/11.
ANOVA
Source
Regression
DF
SS
SSR
Residual
nk1
(Error)
Total
n1
SSE
SST=
SSR+SSE
MS
MSR= SSR
k
MSE = SSE
n k 1
F
P
pMSR
F=
MSE value