In order to test for the significance of a regression model involving 10 independent variables and 100 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are
A) 10 and 100.
B) 9 and 99.
C) 10 and 89.
D) 10 and 90.

Question

Quizplus · Accepted Answer

For a regression model involving k independent variables and n observations, the numerator degrees of freedom for the critical value of F is k and denominator degrees of freedom is n-k-1. Therefore, in this case, the numerator degrees of freedom is 10 and the denominator degrees of freedom is 100-10-1=89, which corresponds to option C.

In Order to Test for the Significance of a Regression