Residual variance of OLS regression from R-Squared?

Jake

Cookie Scientist
#2
Yes, as long as you know the total variance of Y. The relationship is \(\text{var}(e)=(1-R^2)\text{var}(y)\)
 

Dragan

Super Moderator
#3
Another possibility would be just knowing what the F statistic is for the model and its associated degrees of freedom - it wouldn't take the knowledge of either the R^2 or the variance of Y.