Having mentioned some of the most important properties in the previous regression post, let me discuss the properties in a more organized fashion. And, as I said before, even if you’re not using Mathematica® to do regression, you will want to find how to get many of these properties, whatever they are called by your software or if you must compute them yourself.

Let me begin by following exactly the computational sequence I laid out here as though we were trying to write code ourselves. If the following discussion seems a little too brief for you, you may want to look at that link, henceforth referred to as “the introductory post”.

I should be explicit about something: I figure that if I can’t compute something myself, then I do not understand it. Even if I can compute it, I may not understand it, but first of all, I must be able to calculate it. And that’s what I’m about to do with the regression properties: show how they are computed, and confirm that Mathematica and I get the same answers.

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