Which of the followings is correct in a multiple linear regression? Choose all c
ID: 3007293 • Letter: W
Question
Which of the followings is correct in a multiple linear regression? Choose all correct answers.
a. An extra sum of squares is the reduction in the error sum of squares (SSE) when one or more
independent variables are added to the model.
b. An extra sum of squares is the increase in the regression sum of squares (SSR) when one or more
predictor variables are added to the model.
c. It is always true that SSTO = SSR + SSE.
d. It is not true that SSR(X1 | X2 ,X3 ) - SSR(X2 | X1 , X3 ) = SSR(X1 | X3 ) - SSR(X2 | X3 ).
e. For a given data set, the total sum of squares will always be the same regardless of the predictor
variables in the model.
Explanation / Answer
a) Yes is , as this will reduce the error marginally.
b) No, It will measure the marginal reduction error
c) No. True as long asnull hyposthesis is true
d) No. the statement is true.
e) yes.
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