For a multiple regression model:
A)SST = SSR - SSE.
B)SSE = SSR - SST.
C)SSR = SSE - SST.
D)SST = SSE + SSR.

Question

Quizplus · Accepted Answer

SST (total sum of squares) equals SSE (sum of squared errors) plus SSR (sum of squared regression) in a multiple regression model. This equation represents the decomposition of the total variation in the response variable into the portion that is explained by the regression model and the portion that is unexplained by the model.

For a Multiple Regression Model