Question

To test for the significance of a regression model involving 14 independent variables and 255 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are:_________

a. 14 and 255.
b. 255 and 14.
c. 13 and 240.
d. 14 and 240.

Answer 1

d). 14 and 240

Explanation:

According to the Question,

• Given that, The regression model involving 14 independent variables and 255 observations

We need to find out the numerator and denominator freedom degrees ,

k = 14 regression variable

= n - k - 1

= 255 - 14 - 1

= 240 residuals

df=14,240

• Now The degree of freedom for F-critical is

F_{k,n-k-1}=F_{14,240}

So, The df of the numerator is 14 and df of the denominator is 240