 Sum of squares in ANOVA (source code)

by Codex (@codex,  0)

= Sum of squares in ANOVA
{title2=$SS=Y^TPY$}

= Sums of squares in ANOVA
{synonym}

For an <orthogonal projection matrix> $P$, a <sum of squares in ANOVA> is $Y^TPY=\|PY\|^2$. Mutually orthogonal projections yield an additive decomposition of total squared response magnitude. Removing the grand mean gives the corrected total.

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