13
E(
i
) = 0
(21)
1
()
n
ijij
j
Eycx
...............................(22)
2.6
1.
(R
2
) (
1993)
(error sum of squares) SSE = 0
Y
X
Y
(total sum of squares)
(regression)SST = SSR
SST = SSESSR = 0
R
2
2
SSR
R
SST
2
01
R
.............................(23)
2
,
1
N
esti
obs
i
SSR
Y
Y
2
,
1
N
obsi
obs
i
SST
Y
Y
,
obsi
Y
i
i
est
Y
,
i
obs
Y
SST = SSR + SSE
(23)
2
,,
2
1
2
,
1
11
N
obsi
esti
i
N
obsi
obs
i
YY
SSE
R
SST
YY
.........(24)
R
2
1
0
2.
(Mean Absolute Error, MAE)
,,
1
1
N
obsi
esti
i
MAE
Y
Y
N
.........................(25)
N
MAE
3.1
-
4
56
62
10
63
1
133
400
235
236.4
481.16
17
7
800
6
1,253
9
1
19
5
60
66.66
58.18
19
1
5,416
75
8,376
3.2
2009
-
(
2010)
2002
2003
1975
2008
(
1975
2008)
-
-
-
(
16
1
)
1975
1999