To test for the significance of a regression model involving 14 independent variables and 255 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are _____.
A) 14 and 255
B) 255 and 14
C) 13 and 240
D) 14 and 240

Question

Quizplus · Accepted Answer

The number of independent variables in the model is 14. Therefore, the numerator degrees of freedom will be equal to the number of independent variables, which is 14. The denominator degrees of freedom will be equal to the total number of observations minus the number of independent variables, which is 255 - 14 = 241. However, one degree of freedom is lost due to estimating the intercept in the model, resulting in a final denominator degrees of freedom of 240. So, the correct option is D.

To Test for the Significance of a Regression Model Involving