The correct relationship between SST, SSR, and SSE is given by
A)SSR = SST + SSE
B)SSR = SST - SSE
C)SSE = SSR - SST
D)None of these alternatives is correct.

Question

Quizplus · Accepted Answer

The total sum of squares (SST) measures the variation of the response variable around its mean, without accounting for the effects of any predictors. The regression sum of squares (SSR) measures the variation of the response variable around the predicted values by the regression model. Thus, the variation that cannot be accounted for by the regression model is the residual sum of squares (SSE). Therefore, the correct relationship between SST, SSR, and SSE is given by the equation SSR = SST - SSE.

The Correct Relationship Between SST, SSR, and SSE Is Given