A multiple regression analysis includes 25 data points and 4 independent variables, and produces SST = 400 and SSR = 300. Then, the multiple standard error of estimate is 5.

Question

Quizplus · Accepted Answer

The multiple standard error of estimate is calculated using the formula: sqrt(SSE/(n-k-1)), where SSE = SST - SSR. Here, SSE = 400 - 300 = 100, n = 25, and k = 4. So, the standard error is sqrt(100/(25-4-1)) = sqrt(100/20) = sqrt(5), which is not 5.

A Multiple Regression Analysis Includes 25 Data Points and 4