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Q: In a regression study, SSE; a. when divided by n-1 is distributed as χ2n-1 b....

Q: In a regression study, SSE;

a. when divided by n-1 is distributed as χ2n-1

b. when divided by n-1, becomes an unbiased estimator for σ2

c.is not equal to any of the other choices

d. can never be larger than SSR

e. can never be smaller than SST

Math   Statistics-And-Probability   
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Answer #1

Solution: In a regression study, SSE;

Answer: b. When divided by n-1, becomes an unbiased estimator of σ2

Explanation:

The SSE is the sum of squares of differences between each observation and its mean value. The formula of SSE is:

Therefore, when we divide the SSE by n-1, we have:

Since the sample variance is an unbiased estimator of the population variance, therefore, option b is correct.

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