A MLR is fit to a set of data. The estimated standard error for the mean response a specified set of regressor values , is 12.96, while the estimated standard error of prediction of a future observation at the same set of regressor values is 19.46. What is the MSE from the model fit?
ANS: From the formula on p. 483 of the text,
, so that
, so that .
This document was generated using the LaTeX2HTML translator Version 97.1 (release) (July 13th, 1997)
Copyright © 1993, 1994, 1995, 1996, 1997, Nikos Drakos, Computer Based Learning Unit, University of Leeds.
The command line arguments were:
latex2html -split 0 tyu19soln.
The translation was initiated by Joseph D Petruccelli on 12/3/1999