A regression output reports s = 4.2 (the standard error of the estimate, or RMSE).
What does s represent?
- A
Standard error of intercept
- B
Slope's standard error
- C
Standard deviation of x
- Dcheck_circle
Typical residual size around the regression line
Explanation
s (or SEE) is the typical magnitude of the residuals — the spread of points around the fitted line.