In order to test for the significance of a regression model involving 3 independent variables and 47 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are
A) 47 and 3.
B) 3 and 47.
C) 2 and 43.
D) 3 and 43.

Question

Quizplus · Accepted Answer

The numerator degrees of freedom for the F-test in regression analysis are equal to the number of independent variables, which is 3 in this case. The denominator degrees of freedom are calculated as the total number of observations minus the number of independent variables minus 1 (for the intercept), which is 47 - 3 - 1 = 43.

In Order to Test for the Significance of a Regression