Concept

# Lack-of-fit sum of squares

Résumé
In statistics, a sum of squares due to lack of fit, or more tersely a lack-of-fit sum of squares, is one of the components of a partition of the sum of squares of residuals in an analysis of variance, used in the numerator in an F-test of the null hypothesis that says that a proposed model fits well. The other component is the pure-error sum of squares. The pure-error sum of squares is the sum of squared deviations of each value of the dependent variable from the average value over all observations sharing its independent variable value(s). These are errors that could never be avoided by any predictive equation that assigned a predicted value for the dependent variable as a function of the value(s) of the independent variable(s). The remainder of the residual sum of squares is attributed to lack of fit of the model since it would be mathematically possible to eliminate these errors entirely. In order for the lack-of-fit sum of squares to differ from the sum of squares of residuals, there must be more than one value of the response variable for at least one of the values of the set of predictor variables. For example, consider fitting a line by the method of least squares. One takes as estimates of α and β the values that minimize the sum of squares of residuals, i.e., the sum of squares of the differences between the observed y-value and the fitted y-value. To have a lack-of-fit sum of squares that differs from the residual sum of squares, one must observe more than one y-value for each of one or more of the x-values. One then partitions the "sum of squares due to error", i.e., the sum of squares of residuals, into two components: sum of squares due to error = (sum of squares due to "pure" error) + (sum of squares due to lack of fit). The sum of squares due to "pure" error is the sum of squares of the differences between each observed y-value and the average of all y-values corresponding to the same x-value.
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