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SSE, SST, SSR

Posted: Tue Nov 17, 2009 6:52 am
by HollywoodHamels
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.

Re: SSE, SST, SSR

Posted: Fri Jun 28, 2013 1:43 am
by t.kozlowski
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]:)