In order to test for the significance of a regression model involving 10 independent variables and 260 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are
A) 10 and 260.
B) 260 and 10.
C) 9 and 245.
D) 10 and 245.

Question

Quizplus · Accepted Answer

The numerator degrees of freedom in an F-test for a regression model with k independent variables is k, and the denominator degrees of freedom is n-k-1, where n is the sample size. Therefore, for a regression model with 10 independent variables and 260 observations, the numerator degrees of freedom would be 10, and the denominator degrees of freedom would be 260-10-1= 249. Therefore, the correct answer is D: 10 and 249.

In Order to Test for the Significance of a Regression