In order to test the validity of a multiple regression model involving 5 independent variables and 30 observations, the numerator and denominator degrees of freedom for the critical value of F are, respectively,
A) 5 and 30
B) 6 and 29
C) 5 and 24
D) 6 and 25
E) 4 and 32

Question

Quizplus · Accepted Answer

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

In Order to Test the Validity of a Multiple Regression