In multiple regression analysis involving 10 independent variables and 100 observations, how many degrees of freedom will the critical value of t for testing individual coefficients in the model have?
A) 100 degrees of freedom
B) 89 degrees of freedom
C) 10 degrees of freedom
D) 9 degrees of freedom

Question

Quizplus · Accepted Answer

The degrees of freedom for the t-test in multiple regression is calculated as the number of observations minus the number of parameters estimated (including the intercept). Here, it is 100 - (10 + 1) = 89 degrees of freedom.

In Multiple Regression Analysis Involving 10 Independent Variables and 100