Calculating sum of squares (SS) from anova1_lm_single
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Eun Tack Cho
Oct 25, 2024, 1:57:42 AM10/25/24
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Hello,
Can someone point to the mathematical justification or proof of how SS is calculated in anova1_lm_single? It has the following code, and SS's for regressors are the columns of "effects" matrix:
q,r = np.linalg.qr(exog)
effects = np.dot(q.T, endog)
In other words, why is this equivalent to the standard SS formula?
Thanks!
josef...@gmail.com
Oct 27, 2024, 2:11:24 PM10/27/24
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Sorry, no help for this.
I never went through the math for this. Skipper wrote anova_lm a long time ago.
The `effect` is also used in linear regression fit by QR method, but I don't know what the interpretation is.
It's used to compute params, so I always considered it as an intermediate result.
Josef
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