Reduced chi-squared statistic

In statistics, the reduced chi-square statistic is used extensively in goodness of fit testing. It is also known as mean squared weighted deviation (MSWD) in isotopic dating[1] and variance of unit weight in the context of weighted least squares.[2][3]

Its square root is called regression standard error,[4] standard error of the regression,[5][6] or standard error of the equation[7] (see Ordinary least squares § Reduced chi-squared)

  1. ^ Cite error: The named reference Wendt was invoked but never defined (see the help page).
  2. ^ Strang, Gilbert; Borre, Kae (1997). Linear algebra, geodesy, and GPS. Wellesley-Cambridge Press. p. 301. ISBN 9780961408862.
  3. ^ Koch, Karl-Rudolf (2013). Parameter Estimation and Hypothesis Testing in Linear Models. Springer Berlin Heidelberg. Section 3.2.5. ISBN 9783662039762.
  4. ^ Julian Faraway (2000), Practical Regression and Anova using R
  5. ^ Kenney, J.; Keeping, E. S. (1963). Mathematics of Statistics. van Nostrand. p. 187.
  6. ^ Zwillinger, D. (1995). Standard Mathematical Tables and Formulae. Chapman&Hall/CRC. p. 626. ISBN 0-8493-2479-3.
  7. ^ Hayashi, Fumio (2000). Econometrics. Princeton University Press. ISBN 0-691-01018-8.

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