Question: In the ANOVA table for a multiple regression, which of the following is not true? a. The sum of squares due to the regression, SSR,

In the ANOVA table for a multiple regression, which of the following is not true?

a. The sum of squares due to the regression, SSR, and the sum of squares due to errors, SSE, sum to SST, which equals the sum of squared deviations of Y values from the mean of Y.

b. The degrees of freedom for the explained variation and the degrees of freedom for the unexplained variation sum to n-1, where n is the sample size.

c. The mean square due to the regression, MSR, divided by the mean square error, MSE, equals the F ratio used for testing the significance of the regression as a whole.

d. A small F ratio leads to a small p-value, indicating that the regression has at least some explanatory power.

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