In multiple regression analysis involving 10 independent variables and 100 observations, the critical value of t for testing individual coefficients in the model will have:
A) 100 degrees of freedom
B) 10 degrees of freedom
C) 99 degrees of freedom
D) 89 degrees of freedom
E) 9 degrees of freedom

Question

Quizplus · Accepted Answer

The correct degrees of freedom for testing individual coefficients in a multiple regression model is calculated as the number of observations minus the number of parameters being estimated (including the intercept). Therefore, with 100 observations and 10 independent variables plus an intercept, the degrees of freedom would be 100 - (10 + 1) = 89.

In Multiple Regression Analysis Involving 10 Independent Variables and 100