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

Question

Quizplus · Accepted Answer

In multiple regression analysis, the degrees of freedom associated with the error sum of squares is n - k - 1, where n is the number of data points and k is the number of independent variables. This is because we lose one degree of freedom for each independent variable included in the model, as well as one additional degree of freedom for the intercept term. Therefore, we have to subtract k + 1 from the total sample size to arrive at the degrees of freedom associated with the error sum of squares.

In a Multiple Regression Analysis Involving K Independent Variables and N