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 coefficient of determination.

Question

Quizplus · Accepted Answer

The ratio MSR/MSE is the F-test statistic to test the overall significance of the regression model, where MSR (mean square regression) is the variation explained by the model and MSE (mean square error) is the unexplained variation or residuals. A high F-statistic with a corresponding low p-value indicates that the model is statistically significant.

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