In order to test for the significance of a regression model involving 4 independent variables and 36 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are
A)4 and 36
B)3 and 35
C)4 and 31
D)4 and 32

Question

Quizplus · Accepted Answer

The numerator degrees of freedom will be equal to the number of independent variables in the model, which is 4. The denominator degrees of freedom will be equal to the total number of observations minus the number of independent variables, which is 36-4=32. Therefore, the critical value of F will be determined by the F-distribution with 4 and 32 degrees of freedom. Choice C is the only option that matches this.

In Order to Test for the Significance of a Regression