In order to test for the significance of a regression model involving 14 independent variables and 260 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are
A) 14 and 260.
B) 260 and 14.
C) 13 and 245.
D) 14 and 245.

Question

Quizplus · Accepted Answer

For a regression model involving k independent variables and n observations, the numerator degrees of freedom (df1) for the F-test are k, and the denominator degrees of freedom (df2) are n - k - 1.

Therefore, for this specific regression model with 14 independent variables and 260 observations, the numerator degrees of freedom are 14, and the denominator degrees of freedom are 260 - 14 - 1 = 245.

Therefore, the correct answer is D.

In Order to Test for the Significance of a Regression