In multiple regression analysis involving 9 independent variables and 110 observations, the critical value of t for testing individual coefficients in the model will have:
A)109 degrees of freedom.
B)8 degrees of freedom.
C)99 degrees of freedom.
D)100 degrees of freedom.

Question

Quizplus · Accepted Answer

The degrees of freedom for testing individual coefficients in multiple regression analysis with k independent variables and n observations is equal to n-k-1. Thus, in this case, the degrees of freedom would be 110-9-1=100. Therefore, the critical value of t for testing individual coefficients in the model will have 100 degrees of freedom.

In Multiple Regression Analysis Involving 9 Independent Variables and 110