10.on Brock, CFA, is performing a regression analysis to identify and evaluate any relationship between the common stock of ABT Corp and the S& 100 index. He utilizes monthly data from the past five years, and assumes that the sum of the squared errors is .0039. The calculated standard error of the estimate (SEE) is closest to:
The standard error of estimate of a regression equation measures the degree of variability between the actual and estimated Y-values. The SEE may also be referred to as the standard error of the residual or the standard error of the regression. The SEE is equal to the square root of the mean squared error. Expressed in a formula,
发表于 2008-4-1 13:34
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100 index. He utilizes monthly data from the past five years, and assumes that the sum of the squared errors is .0039. The calculated standard error of the estimate (SEE) is closest to: