SSE, SST, SSR

For econometric discussions not necessarily related to EViews.

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HollywoodHamels
Posts: 1
Joined: Tue Nov 17, 2009 6:39 am

SSE, SST, SSR

Postby HollywoodHamels » Tue Nov 17, 2009 6:52 am

Hey all, i'm new to the whole eviews program, and my knowledge of econometrics is limited; i was forced into it as an elective. I have a question about when i use the least squared regression analysis. Is SSR the sum of squared residuals? And if it is, in order to get SST i can just take that and divide it by R^2 to get SST, correct?

Thanks for your help.

t.kozlowski
Posts: 1
Joined: Fri Jun 28, 2013 1:40 am

Re: SSE, SST, SSR

Postby t.kozlowski » Fri Jun 28, 2013 1:43 am

SSE is S.E. of regression, and R^2= SSR/SST and 1-(SSE/SST), which means that SSE should equal [-R^2 times SST]:)


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