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Introduction to Statistical Modeling with SAS/STAT Software

Estimating the Error Variance

The least squares principle does not provide for a parameter estimator for . The usual approach is to use a method-of-moments estimator that is based on the sum of squared residuals. If the model is correct, then the mean square for error, defined to be divided by its degrees of freedom,

     
     

is an unbiased estimator of .

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