In testing the validity of a multiple regression model involving 5 independent variables and 30 observations, the numbers of degrees of freedom for the numerator and denominator (respectively) for the critical value of F will be:
A)5 and 25.
B)24 and 5.
C)25 and 5.
D)5 and 24.

Question

Quizplus · Accepted Answer

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

In Testing the Validity of a Multiple Regression Model Involving