In a regression anaylsis, if r2 = 1, which of the following are implied? a ) SSE = SST b) SSE = 1 c) SSR = SSE d) SSR = SST

Question

A question regarding regression analysis in statistics

Answer 1

Jeff,

 

We can solve this problem using the formula: R² = SSR/SST

 

Since we are assuming that R² = 1; then 1= SSR/SST which implies that SSR=SST, which is answer D.

 

Note that we do not need to know the actual values of SSR and SST, but we do need to know the basic statistical concepts of Sum of Squares Error (SSE), Sum of Squares Total (SST), and Sum of Squares Regression (SSR) before attempting to answer a basic question on regression.

 

 

Answer 2

I do know this; if r² comes out to be exactly 1, then you have a perfect fit to the data.

Can't answer your question, however, because I do not know what SSE & SST & SSR mean. But you probably do.