In a regression and correlation analysis if R² = 1, then
A) SSE must also be equal to one
B) SSE must be equal to zero
C) SSE can be any positive value
D) SSE must be negative

Question

Quizplus · Accepted Answer

If R² = 1, it means that all of the variation is explained by the regression equation, and there is no unexplained variation, which means that SSE (sum of squared errors) must be equal to zero. This situation is called a perfect fit or a perfect correlation. Therefore, the correct choice is B: SSE must be equal to zero.

In a Regression and Correlation Analysis If R² = 1