In a multiple regression analysis involving K independent variables and n data points,the number of degrees of freedom associated with the sum of squares for error is:
A)K-1
B)n - K
C)n - 1
D)n - K - 1

Question

Quizplus · Accepted Answer

The number of degrees of freedom associated with the sum of squares for error is equal to the total number of observations (n) minus the number of parameters being estimated, which is K + 1 (one for the intercept and K for the independent variables). Therefore, the correct formula for the degrees of freedom is n - (K + 1), which simplifies to n - K - 1. Option D is the only choice that matches this formula.

In a Multiple Regression Analysis Involving K Independent Variables and N