If X helps to predict Y,then the standard deviation of Y _____.
A)is larger than the standard error of estimate
B)is smaller than the standard error of estimate
C)will equal the standard error of estimate
D)will be independent of the standard error of estimate

Question

Quizplus · Accepted Answer

If X helps to predict Y, then adding X as a predictor variable in a regression model will decrease the standard error of estimate (also known as the standard error of regression), which is a measure of how well the model fits the data. Therefore, the standard deviation of Y (which measures the variability of Y values around the mean) is likely to be larger than the standard error of estimate.

If X Helps to Predict Y,then the Standard Deviation of Y