Fitted Value

A fitted value is a response predicted by a fitted statistical model at the observed values of its independent variables. In linear regression, if is the design matrix and is the estimated vector of regression coefficients, then the vector of fitted values is

The difference between an observed response and its fitted value is the residual.

See also

Design Matrix, Influential Point, Linear Regression, Regression Coefficient, Residual

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References

Cook, R. D. and Weisberg, S. Residuals and Influence in Regression. New York: Chapman and Hall, 1982.

Cite this as:

Weisstein, Eric W. "Fitted Value." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/FittedValue.html

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