Question

A multiple regression model using 200 data points (with three independent variables) has how many degrees of freedom for testing the statistical significance of individual slope coefficients?

196
199
198

Answer 1

196

Explanation:

Formula of degree of freedom for simple regression = n-2

Formula of degree of freedom for multiple regression = n-k-1

We are given the case of multiple regression and there are three independent variables.

So, k = 3

n = 200

So, Degree of freedom for multiple regression =
`n-k-1`

=
`200-3-1`

=
`196`

So, Option A is true .

Hence degrees of freedom for testing the statistical significance of individual slope coefficients is 196