To test for the significance of a regression model involving 8 independent variables and 121 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are _____.
A) 8 and 121
B) 7 and 120
C) 8 and 112
D) 7 and 112

Question

Quizplus · Accepted Answer

For a regression model with p independent variables and n observations, the numerator degrees of freedom for the critical value of F is always equal to p and the denominator degrees of freedom is equal to n-p-1. Therefore, in this case, the numerator degrees of freedom is 8 and the denominator degrees of freedom is 121-8-1 = 112. Thus, the correct answer is C.

To Test for the Significance of a Regression Model Involving