In calculating the standard error of the estimate, $s _ { z } = \sqrt { \mathrm { MSE } }$ , there are (n - k - 1) degrees of freedom, where n is the sample size and k is the number of independent variables in the model.

Question

Quizplus · Accepted Answer

The degrees of freedom for the mean squared error (MSE) in a regression model is calculated as (n - k - 1), where n is the sample size and k is the number of independent variables, accounting for the estimation of the intercept.

In Calculating the Standard Error of the Estimate sz=MSEs _ { z } = \sqrt { \mathrm { MSE } }sz​=MSE​

In Calculating the Standard Error of the Estimate $s _ { z } = \sqrt { \mathrm { MSE } }$