In order to test the significance of a multiple regression model involving 4 independent variables and 30 observations,the numerator and denominator degrees of freedom (respectively)for the critical value of F are:
A) 4 and 30.
B) 3 and 29.
C) 4 and 25.
D) 5 and 31.

Question

Quizplus · Accepted Answer

The numerator degrees of freedom for the F-test in multiple regression is equal to the number of independent variables, which is 4. The denominator degrees of freedom is calculated as the total number of observations minus the number of independent variables minus 1 (30 - 4 - 1 = 25).

In Order to Test the Significance of a Multiple Regression