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Q164Section III (Statistics)164 of 190

Only the error mean square is unbiased for σ2\sigma^2 in general

In a multiple linear regression model Yi=B0+B1Xi1+⋯+BpXip+εiY_i=B_0+B_1X_{i1}+\dots+B_pX_{ip}+\varepsilon_i with E(εi)=0E(\varepsilon_i)=0, Var⁡(εi)=σ2\operatorname{Var}(\varepsilon_i)=\sigma^2, i=1,…,ni=1,\dots,n:

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