A multiple regression analysis includes 25 data points and 4 independent variables produces SST = 400 and SSR = 300. Then, the multiple standard error of estimate is 5.

Question

Quizplus · Accepted Answer

The multiple standard error of estimate (also known as the standard error of the estimate) is calculated using the formula $\sqrt{\frac{SSE}{n-k-1}}$, where SSE is the sum of squares due to error (SST - SSR), $n$ is the number of observations, and $k$ is the number of independent variables. Given SST = 400 and SSR = 300, SSE = 400 - 300 = 100. With 25 data points (n = 25) and 4 independent variables (k = 4), the formula becomes $\sqrt{\frac{100}{25-4-1}} = \sqrt{\frac{100}{20}} = \sqrt{5}$, which does not equal 5.

A Multiple Regression Analysis Includes 25 Data Points and 4