Variance of the mean and predicted responses

In regression, mean response (or expected response) and predicted response, also known as mean outcome (or expected outcome) and predicted outcome, are values of the dependent variable calculated from the regression parameters and a given value of the independent variable. The values of these two responses are the same, but their calculated variances are different. The concept is a generalization of the distinction between the standard error of the mean and the sample standard deviation.


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