Reading 11- LOS F (Part 1): Q3 class, standard, error, style

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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.

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The correct answer was A)     

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