A multiple regression analysis that includes 25 data points and 4 independent variables produces SST = 400 and SSR = 300. The multiple standard error of estimate will be 5.

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Quizplus · Accepted Answer

The multiple standard error of estimate (also known as the standard error of the estimate) is calculated using the formula $\sqrt{\frac{SSE}{n-k-1}}$, where $SSE = SST - SSR$, $n$ is the number of observations, and $k$ is the number of independent variables. Given $SST = 400$, $SSR = 300$, $n = 25$, and $k = 4$, we first find $SSE = 400 - 300 = 100$. Then, the multiple standard error of estimate is $\sqrt{\frac{100}{25-4-1}} = \sqrt{\frac{100}{20}} = \sqrt{5}$, which is not equal to 5.

A Multiple Regression Analysis That Includes 25 Data Points and 4