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Sum of Squares Error (SSE)
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\(SSE=\sum_{i=1}^{n}(Y_{i}-\hat{Y})^2\)

  • \(SST\) - sum of squares error
  • \(Y_{i}\) - i-th observation of dependent variable Y
  • \(\hat{Y}\) - estimated value of i-th observation of dependent variable
  • \(n\) - number of observations