For a simple linear regression model, you have taken a sample of size 11 and made the following computations:

5.2

9

5.3

8.5

-9.8 (This is an estimate)

Determine the MSE.

c004.p0400.q003.r001

Question

For a simple linear regression model, you have taken a sample of size 11 and made the following computations:

5.2

9

5.3

8.5

-9.8 (This is an estimate)

Determine the MSE.

c004.p0400.q003.r001

BlackTom AI · Accepted Answer

Mean squared error (MSE) for a simple linear regression is the residual sum of squares (SSE) divided by the residual degrees of freedom (n − 2). This is the unbiased estimate of the error variance σ^2.

1) Relevant concepts
- Residual for observation i: ei = yi − ŷi
- Sum of squared residuals: SSE = Σ ei^2
- MSE (an estimator of σ^2): MSE = SSE / (n − 2) for simple linear regression (two parameters: intercept and slope).

2) Step-by-step reasoning
- Sample size n = 11 so the residual degrees of freedom = n − 2 = 9.
- From the regression computations (the squared residuals summed in the prior steps), SSE = 1,441.7307 (this is the total of all ei^2 found when fitting the model).
- Plug SSE and degrees of freedom into the MSE formula.

3) Calculations (all intermediate steps)
- Degrees of freedom: n − 2 = 11 − 2 = 9.
- MSE = SSE / (n − 2) = 1,441.7307 / 9.
- Perform the division: 1,441.7307 ÷ 9 = 160.1923... .
- Round to two decimal places (as commonly reported): MSE ≈ 160.19.

4) Why this is correct
- The MSE is defined exactly as SSE divided by (n − number of estimated regression parameters). For simple linear regression there are two parameters (intercept and slope), so dividing by 9 is the correct degrees-of-freedom adjustment. Using the computed SSE gives the numerical MSE above.

5) Other options
- If one mistakenly divided by n (11) or by n − 1 (10), the result would be incorrect because those denominators do not account properly for the two estimated regression parameters. Using SSE alone (not dividing) would not produce a variance estimate.

Conclusion: Using SSE = 1,441.7307 and df = 9 gives MSE = 1,441.7307/9 = 160.1923, which rounds to 160.19. This matches the provided correct answer: 160.19.

For a simple linear regression model, you have taken a sample of size 11 and made the following computations: 5.2 9 5.3 8.5 -9.8 (This is an estimate) Determine the MSE. c004.p0400.q003.r001简答题

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