Which of the following is called Standard Error? T-statistic squared Square root of SSE Square root of SST Square root of MSE

The Standard Error is the square root of the Mean Squared Error (MSE). So, the correct answer is "Square root of MSE".

Here's a step-by-step explanation:

1. The Mean Squared Error (MSE) is a measure of how close a fitted line is to data points. It does this by taking the distances from the points to the regression line (these distances are the "errors") and squaring them.

2. The squaring is necessary to remove any negative signs. It also gives more weight to larger differences. It's called the mean squared error as you're finding the average of a set of errors.

3. The Standard Error is simply the square root of the MSE. By taking the square root, we return to the original units of measurement, which makes interpretation easier.