I'm getting a different error variance than regress...

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Jack 2015-3-3

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https://ww2.mathworks.cn/matlabcentral/answers/181179-i-m-getting-a-different-error-variance-than-regress

编辑： Jack 2015-3-3

Hi All, I'm confused about how the error variance is computed in regress. Why is STATS(4) sometimes larger than var(Y)? Why isn't it always equal to var(Resid)?

clear all;clc;
X=rand(100,3);
Y=rand(100,1);
[B,BINT,R,RINT,STATS] = regress(Y,[ones(size(X,1),1),X]);
varY=var(Y);
varResid=var(Y'-B'*[ones(size(X,1),1),X]');
disp(['var(Y) = ' num2str(varY)]);
disp(['var(Resid) = ' num2str(varResid)]);
disp(['STATS(4) = ' num2str(STATS(4))]);