In multiple regression with 5 independent variables, the sum of squares due to e

Question

In multiple regression with 5 independent variables, the sum of squares due to error (SSE) is a. sigma (y_i - Y^_I)^2 b. sigma (y_i - y^_i)^5 c. sigma (y_i - y^-_i)^2 d. sigma (x_i - y^_i)^2 True or False: In multiple regression, the method of least squares minimizes the sum of squares due to error (SSE). (Circle the correct response) In multiple regression, a residual is a measure of point estimation error given by a. (y^_i-y^-_i)^2 b. x^2_i - y^2_i c.. y_i-y^-_i d. y_i - y^_i The purpose of the F test in multiple linear regression is to test for a. independence of variables b. statistical significance of an independent variable c. mutticollinearity d. statistical significance of the overall model True or False: In multiple regression, the purpose of the coefficient of determination, R^2, is to explain the portion of the overall variation that is explained by the variance among all of the independent variables.

Explanation / Answer

16) option A is the correct one for sum of squares due to error

17) the given statment is false because the method of least squares minimizes the sum of squares of residuals.

18) option D is ther correct answer

19) option D is the correct answer

20) R-squared is a statistical measure of how close the data are to the fitted regression line. It is also known as the coefficient of determination, or the coefficient of multiple determination for multiple regression.  It is the percentage of the response variable variation that is explained by a linear model.

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