In testing the validity of a multiple regression model involving 10 independent variables and 100 observations, the numerator and denominator degrees of freedom for the critical value of F will be, respectively,
A) 9 and 90
B) 10 and 100
C) 9 and 10
D) 10 and 89
E) 8 and 16

Question

Quizplus · Accepted Answer

In multiple regression with k independent variables, the numerator degrees of freedom for the F-test are k and the denominator degrees of freedom are n - k - 1. Therefore, in this scenario the numerator degrees of freedom are 10 and the denominator degrees of freedom are 100 - 10 - 1 = 89. Thus, the correct choice is D.

In Testing the Validity of a Multiple Regression Model Involving