Linear Regression : SSR equation

$\begingroup$

I've studied SST and the others but I saw the equation that $SSR=(n-1)(β_1)^2(S_x)^2$.

I want to know how the equation is done. Thnks!!

$\endgroup$ 3

1 Answer

$\begingroup$

In simple regression, we have

$$ \bar{y} = \hat{\beta_0} + \hat{\beta_1} \bar{x} $$

by normal equations. Thus,

$$ \begin{align} SSR &= \sum_{i=1}^n (\hat{y} - \bar{y})^2 \\ &= \sum_{i=1}^n \left( (\hat{\beta_0} + \hat{\beta_1}x_i) - (\hat{\beta_0} + \hat{\beta_1} \bar{x}) \right)^2 \\ &= \sum_{i=1}^n \left( (\hat{\beta_1})^2 (x_i - \bar{x})^2 \right) \\ &= (\hat{\beta_1})^2 \sum_{i=1}^n ( (x_i - \bar{x})^2 \\ &= (\hat{\beta}_1)^2S_{xx} \end{align} $$

$\endgroup$

Your Answer

Sign up or log in

Sign up using Google Sign up using Facebook Sign up using Email and Password

Post as a guest

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

You Might Also Like