Which of the following best describes the ratio MSR/MSE in a multiple linear regression model?
A) Sum of squares of the residuals.
B) t-test statistic to test the individual regression coefficients of the independent variables.
C) F-test to test the overall significance of the regression model.
D) Adjusted multiple coefficient of determination.

Question

Quizplus · Accepted Answer

The ratio MSR/MSE represents the F-test statistic to test the overall significance of the regression model. Therefore, the best choice is C. A represents only the MSE, B represents the t-test statistic for individual regression coefficients, and D represents the adjusted multiple coefficient of determination.

Which of the Following Best Describes the Ratio MSR/MSE in a Multiple