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LOS 7.f: Calculate and interpret the standard error
of estimate, the coefficient of determination, and a MODULE 7.3: HYPOTHESIS TESTS AND CONFIDENCE INTERVALS
confidence interval for a regression coefficient.

Standard error of estimate (SEE) the degree of variability of the actual
Y-values relative to the estimated Y-values from a regression equation
(gauges the “fit” of the regression line- the smaller the better the fit.

2
COEFFICIENT OF DETERMINATION (R )

2
The % of the total variation in the dependent variable explained by the independent variable: .e.g. an R of 0.63 indicates that
the variation of the independent variable explains 63% of the variation in the dependent variable.

REGRESSION COEFFICIENT CONFIDENCE INTERVAL (RCCI)

H testing for a regression coefficient (intercept/slope) may use the CI for the coefficient being tested. For instance,

H : b = 0
1
0
H : b ≠ 0.
a
1