Evaluate regression models instantly: compute Sum of Squared Errors (SSE), Mean Squared Error (MSE), Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), and R-squared (R²). Interactive table, residual bar chart, and data import via CSV / paste.
| # | Actual (y) | Predicted (ŷ) | Residual (e) | Squared Error (e²) |
|---|
The Sum of Squared Errors (SSE) is a fundamental metric in regression analysis. It measures the total discrepancy between observed actual values and predicted values generated by a model. Formally, SSE = Σ (yᵢ - ŷᵢ)², where yᵢ is the actual outcome and ŷᵢ is the predicted value. Lower SSE indicates a better fit, but it depends on the scale of data. Together with MSE, RMSE and R², it provides a complete diagnostic toolkit for evaluating predictive models.
$$ SSE = ∑_{i=1}^{n} (y_i - ŷ_i)² MSE = SSE/n RMSE = √MSE $$
$$ MAE = (1/n) ∑|y_i - ŷ_i| R² = 1 - (SSE / SST), SST = ∑(y_i - ȳ)² $$
A data science team builds a regression model to predict housing prices based on square footage. They compare two models: Model A yields SSE = 2450, RMSE = 15.6 (thousand USD), while Model B yields SSE = 3120, RMSE = 17.9. Using this SSE calculator, the team instantly validates that Model A is superior. The residual plot reveals that Model A underpredicts high-end properties (positive residuals for large houses), leading to an adjusted polynomial feature. Interactive diagnostics enable better model refinement and client communication. In deep learning, SSE (often called L2 loss) is the default loss for regression tasks; its gradient leads to the normal equations for linear models.
Reference standards: The definitions follow canonical statistics literature (Montgomery, D.C., "Introduction to Linear Regression Analysis", 5th ed.; James et al., "An Introduction to Statistical Learning"). R² interpretation adheres to conventional thresholds. The calculator implements double-precision arithmetic ensuring high accuracy.