Anova vs. Linear regression

Источник

Anova:

$$ mathit{SS}_text{total} = mathit{SS}_text{between} + mathit{SS}_text{within} $$

LinReg: $$ mathit{SS}_text{total} = mathit{SS}_text{regression} + mathit{SS}_text{residual} $$

The last could be seen as:

$$ mathit{TSS} = mathit{ESS} + mathit{RSS} $$

And what are TSS, RSS, ESS? Here they are: $$ mathit{TSS} =sum_{j=1}^n (y_j - bar y)^2 $$ $$ mathit{ESS} = sum_{j=1}^n (hat y - bar y)^2 $$ $$ mathit{RSS} = sum_{j=1}^n (y_j - hat y)^2 $$

$$ mathit{TSS} = mathit{ESS} + mathit{RSS} $$

$$ mathit{R}^2 = frac{mathit{ESS}}{mathit{TSS}} $$