What does the multiple standard error of estimate measure? A)The change in for a change in X₁ B)The variability of the residuals C)The regression mean square error in the ANOVA table D)The amount of explained variation

Question

Quizplus · Accepted Answer

The multiple standard error of estimate measures the variability of the residuals, which represents the differences between the observed values and the predicted values from the regression model. It is calculated as the square root of the mean squared error in the ANOVA table, divided by the sample size and the number of predictors in the model. Therefore, option B is the correct answer. Option A is not relevant as it contains an unknown variable. Option C is incorrect because it refers to the regression mean square error, which is not the same as the standard error of estimate. Option D is incorrect as it refers to the coefficient of determination (R-squared), which measures the proportion of the total variation that is explained by the regression model.

What Does the Multiple Standard Error of Estimate Measure