In calculating the standard error of the estimate, $s _ { z } = \sqrt { \mathrm { MSE } }$ ,there are (n $\le$ k $\le$ 1)degrees of freedom,where n is the sample size and k is the number of independent variables in the model.

Question

Quizplus · Accepted Answer

This statement is true. The formula for the standard error of the estimate involves the mean squared error (MSE), which is calculated as the sum of squared residuals divided by the degrees of freedom. The degrees of freedom for the MSE is equal to the sample size minus the number of independent variables (including the constant term) in the model, which is (n-k-1). Therefore, the standard error of the estimate has (n-k-1) degrees of freedom.

In Calculating the Standard Error of the Estimate sz=MSEs _ { z } = \sqrt { \mathrm { MSE } }sz​=MSE​

In Calculating the Standard Error of the Estimate $s _ { z } = \sqrt { \mathrm { MSE } }$