In a multiple regression with 3 predictors in a sample of 25 U.S.cities,we would use F3,21 in a test of overall significance.

Question

Quizplus · Accepted Answer

In a multiple regression with 3 predictors and a sample of 25 observations, we would have 21 degrees of freedom for error. The test of overall significance for the regression model would be calculated using an F-distribution with 3 degrees of freedom for the numerator (numerator degrees of freedom = number of predictors) and 21 degrees of freedom for the denominator (denominator degrees of freedom = sample size minus number of predictors minus 1), resulting in an F3,21 distribution.

In a Multiple Regression with 3 Predictors in a Sample