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标题: Reading 11- LOS F (Part 1): Q3 [打印本页]

作者: cfaedu 时间: 2008-4-1 13:31 标题: [2008] Session 3 - Reading 11- LOS F (Part 1): Q3

3.e standard error of the estimate in a regression is the standard deviation of the:

A) residuals of the regression.

B) dependent variable.

C) independent variable.

D) differences between the actual values of the dependent variable and the mean of the dependent variable.

作者: cfaedu 时间: 2008-4-1 13:31

The correct answer was A)

The standard error is s_e = √[SSE/(n-2)]. It is the standard deviation of the residuals.

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