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This partition is based on three chi-square distributed random variables like before: SST = SSR + SSE where (if the linear regression model is correct)

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This partition is based on three chi-square distributed random variables like before: SST = SSR + SSE where (if the linear regression model is correct) SST SSR SSE ~Xn-1; xi, n - 1 n - 2 ~Xn - 2. What happens to these SSQs if the regression model is mis-specified

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