How many degrees of freedom are associated with a multiple regression model involving K predictors and n observations when running a t-test for the individual coefficients?
A)n - K
B)n - K - 1
C)n - K + 1
D)K - 1

Question

Quizplus · Accepted Answer

When running a t-test for the individual coefficients in a multiple regression model involving K predictors and n observations, the degrees of freedom are equal to n - K - 1. This is because one degree of freedom is lost for each predictor in the model, and an additional degree of freedom is lost for the intercept term. Therefore, the best choice is (B) n - K - 1.

How Many Degrees of Freedom Are Associated with a Multiple