In multiple regression analysis involving 10 independent variables and 80 observations,the critical value of t for testing individual coefficients in the model will have:
A)70 degrees of freedom.
B)10 degrees of freedom.
C)69 degrees of freedom.
D)9 degrees of freedom.

Question

Quizplus · Accepted Answer

In multiple regression analysis, the degrees of freedom for testing individual coefficients is calculated as the number of observations minus the number of parameters being estimated (including the intercept). Here, with 80 observations and 10 independent variables plus 1 intercept, the degrees of freedom = 80 - (10 + 1) = 69.

In Multiple Regression Analysis Involving 10 Independent Variables and 80