In a regression analysis, three independent variables are used in the equation based on a sample of forty observations. What are the degrees of freedom associated with the F-statistic?
A) 3 and 39
B) 4 and 40
C) 3 and 36
D) 2 and 39

Question

Quizplus · Accepted Answer

The degrees of freedom associated with the F-test are calculated as follows: numerator degrees of freedom = number of independent variables in the model, which is 3 in this case; denominator degrees of freedom = sample size minus the number of independent variables, which is 40 - 3 = 37. Therefore, the correct choice is C, which shows the numerator degrees of freedom as 3 and denominator degrees of freedom as 36.

In a Regression Analysis, Three Independent Variables Are Used in the Equation