In order to test the validity of a multiple regression model involving 5 independent variables and 30 observations, what are the respective numerator and denominator degrees of freedom for the critical value of F?
A) 5 and 24
B) 5 and 30
C) 6 and 25
D) 6 and 29

Question

Quizplus · Accepted Answer

The numerator degrees of freedom is the number of independent variables, which is 5. The denominator degrees of freedom is the total number of observations minus the number of parameters estimated (including the intercept), which is 30 - 6 = 24.

In Order to Test the Validity of a Multiple Regression