Test Your Understanding 19

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
.*

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