Which of the following is correct? A) SSE = SSR + SST B) SSR = SSE + SST C) SST = SSR + SSE D) SST = (SSR)²

Question

Quizplus · Accepted Answer

SST (Total Sum of Squares) equals the sum of the squares of the deviations of all the data points from their mean. This can be further broken down into two components: SSR (Regression Sum of Squares) and SSE (Error Sum of Squares). SSR measures how much of the variance in the data is explained by the regression model while SSE measures the unexplained variance or error. Therefore, the relationship between these three values can be expressed as SST = SSR + SSE. Option A and B are incorrect as they reverse the correct relationship between SSE and SSR. Option D is unrelated to the concept of sum of squares in regression analysis.

Which of the Following Is Correct