ANOVA Table

1
ANOVA Table

• Models can be evaluated by examining variability.
• There are three types of variability that are
  quantified.
• Overall variability present in the data (SST)
• Variability explained by the model (SSModel)
• Error variability that is unexplained (SSE)
• SST SSModel SSE
• Note T stands for Total variability and E stands
  for Error or unexplained variability.

2

• If model variability (SSModel) is a lot larger
  than error variability (SSE) then there is
  evidence that the model is explanatory.

• If model variability (SSModel) is similar to
  error variability (SSE) then there is no evidence
  that the model is explanatory.

3
ANOVA Table

• Mean Squares (MS)
• A mean square is a sum of squares divided by the
  degrees of freedom associated with that sum of
  squares
• Degrees of freedom of SST is N-1
• Degrees of freedom of SSModel depends on the
  model and parameters that need to be estimated
• Degrees of freedom of SSE is what is left
• Recall SST SSModel SSE

4
ANOVA Theory

• How important is the model?
• The larger the test statistic, the more important
  the model
• Test statistic follows an F distribution