To test for the significance of a regression model involving 4 independent variables and 36 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are _____.
A) 4 and 36
B) 3 and 35
C) 4 and 31
D) 4 and 32

Question

Quizplus · Accepted Answer

For a regression model involving k independent variables and n observations, the numerator degrees of freedom for the critical value of F is k and the denominator degrees of freedom is n - k - 1. Therefore, for this regression model with 4 independent variables and 36 observations, the numerator degrees of freedom is 4 and the denominator degrees of freedom is 36 - 4 - 1 = 31, making choice C the correct answer.

To Test for the Significance of a Regression Model Involving