Consider the following: Regression Model A has a mean squared error (MSE) of 0.3
ID: 3159628 • Letter: C
Question
Consider the following: Regression Model A has a mean squared error (MSE) of 0.368.
Regression Model B has a MSE of 0.121.
Based on the values of MSE for the two estimated regression models, for which model should predicted values have more associated uncertainty? (Choose one):
A. MSE is not related to prediction uncertainty
B. There is no uncertainty associated with making predictions
C. Model B, because MSE is smaller
D. Model A, because MSE is larger
(Note: I initially chose C as the answer but it's incorrect)
Explanation / Answer
answer should be option D: model A, because MSE is larger
MSE stands for mean square error
larger MSE means that only a smaller part of the total variability is justified by the regression model and more part is left unexplained that is left as error.
hence as MSE increases the variability explained by the regression model decreases. hence the uncertainty of the predicted values increases.
hence the answer is option D. as model A has larger MSE than that of B