benbenxiong

Please help - I don't understand #18:

-The first part I get - when you delete small residuals SSE gets only slightly smaller but (n-2) gets much smaller. Since SEE = (SSE/(n-2))^(1/2), SEE INCREASES. Got it.

-The second part I don't understand. If SSE gets slightly smaller because some small residuals were deleted, wouldn't that mean that R^2 would need to get bigger by the following equation:

R^2 = (TSS-SSE)/TSS ???

Help?