SSE can never be
A) larger than SST.
B) smaller than SST.
C) equal to one.
D) equal to zero.

Question

Quizplus · Accepted Answer

SSE (sum of squared errors) represents the amount of variation that is not explained by the model. Therefore, it can never be larger than SST (total sum of squares), which represents the total variation in the data. The best choice is A because SSE can be equal to SST, but never larger. It can also be smaller than SST if the model fits the data well. SSE can never be equal to one or zero as it is a sum of squared errors and is therefore always a positive value.

SSE Can Never Be