In a regression analysis the standard error is determined to be 4. In this situation the MSE
A)is 2
B)is 16
C)depends on the sample size
D)depends on the degrees of freedom

Question

Quizplus · Accepted Answer

The Mean Squared Error (MSE) is equal to the sum of squares of residuals divided by the degrees of freedom. The standard error is equal to the square root of MSE divided by the square root of the sample size. Since the standard error is 4, the square of the standard error (i.e. MSE) is equal to 16.

In a Regression Analysis the Standard Error Is Determined to Be