Q164·Section III (Statistics)·164 of 190Only the error mean square is unbiased for σ2\sigma^2σ2 in generalIn a multiple linear regression model Yi=B0+B1Xi1+⋯+BpXip+εiY_i=B_0+B_1X_{i1}+\dots+B_pX_{ip}+\varepsilon_iYi=B0+B1Xi1+⋯+BpXip+εi with E(εi)=0E(\varepsilon_i)=0E(εi)=0, Var(εi)=σ2\operatorname{Var}(\varepsilon_i)=\sigma^2Var(εi)=σ2, i=1,…,ni=1,\dots,ni=1,…,n: OptionsAMean regression Sum of Squares (SS) is an unbiased estimator of σ2\sigma^2σ2BMean regression SS and Mean Error SS are unbiased and Mean total SS is a biased estimator of σ2\sigma^2σ2CMean total SS is unbiased estimator of σ2\sigma^2σ2DMean total SS and Mean regression SS are unbiased estimators of σ2\sigma^2σ2Show answer & discussionShow solution Report a problem with this question← Q163All questionsQ165 →Keyboard: A–D answer · S solution · ←/→ previous/next