It is impossible for the regression line to do a poorer job than the mean of predicting the dependent variable.

Question

Quizplus · Accepted Answer

The regression line is designed to fit the data as closely as possible, taking into account the relationship between the independent and dependent variables. In contrast, the mean simply provides a single value that represents the overall average of the dependent variable across all values of the independent variable. Therefore, the regression line should always do a better job than the mean at predicting the dependent variable, and it is impossible for it to do a poorer job.

It Is Impossible for the Regression Line to Do a Poorer