Why n 2 degrees of freedom

Connect and share knowledge within a single location that is structured and easy to search. I was just watching a lecture on statistics and someone was calculating something called the residual standard error.

It looked a lot like finding the average of the square of the residuals, the residuals being the difference between the prediction of your model and the actual values. Update: I have a better idea. If there are only two data points, then the residuals would all be zero. So you could not estimate the error with only two points. You use the residuals to estimate the distribution of the error.

The residuals do not resemble the errors. When you fit a model then you will fit to the model plus the error terms.

The more parameters the model has the more degrees of freedom the model has to fit, cover up, the partial error terms the less the residuals will resemble the true distribution of the error. This assumption underlying the Chow test which explain unbiased estimators of the true variances in the two subperiods. So, for mathematical calculation, I refer to Chow test. Sign up to join this community. The best answers are voted up and rise to the top. Stack Overflow for Teams — Collaborate and share knowledge with a private group.

Create a free Team What is Teams? Learn more. Asked 5 years, 8 months ago. Active 2 years, 7 months ago. Viewed 9k times. Improve this question. Add a comment. Active Oldest Votes. Error's are what the 'true' model includes as randomness Residuals are the differentiations that you 'observe' between a model fit and a measurement. Learn more. Why are the Degrees of Freedom for multiple regression n - k - 1? For linear regression, why is it n - 2?

Asked 4 years, 6 months ago. Active 8 months ago. Viewed 99k times. Improve this question. Jwan Jwan 1 1 gold badge 4 4 silver badges 12 12 bronze badges. Get this straightened out and then we can consider the explanation. Use the self study tag. Add a comment. Active Oldest Votes. Notes: It varies across statistics texts etc Your textbook example: You have 3 regressors bp, type, age and an intercept term.

Improve this answer. Matthew Gunn Matthew Gunn Where does that even come from? MarianD 1, 2 2 gold badges 7 7 silver badges 16 16 bronze badges.