In a multiple regression with k independent variables, the standard error is:
A)the sum of the squared residuals.
B)the sum of the residuals.
C)the sum of the residuals divided by n - k - 1.
D)the square root of SSE divided by n - k - 1.

Question

Quizplus · Accepted Answer

The standard error in a multiple regression with k independent variables is calculated as the square root of the sum of squared errors (SSE) divided by (n-k-1), where n is the number of observations. Therefore, the correct choice is D.

In a Multiple Regression with K Independent Variables, the Standard