In order to test for the significance of a regression model involving 9 independent variables and 121 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are
A) 9 and 121.
B) 7 and 120.
C) 9 and 111.
D) 7 and 111.

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 9 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 gives 121 - 9 - 1 = 111.

In Order to Test for the Significance of a Regression