Question

To test for the significance of a regression model involving 3 independent variables and 51 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are _____.

Answer 1

numerator degree of freedom = 3

Denominator degree of freedom = 47

Explanation:

The numerator degree of freedom is given by :

p - 1 ; where p = number of predictors ;

p = number of independent variables + 1

Number of independent variables = 3

p = 3 + 1 = 4

Numerator degree of freedom = p - 1 = 4 - 1 = 3

The denominator degree of freedom = n - p ; where n = number of observations

Number of observations, n = 51

Denominator degree of freedom = n - p = 51 - 4 = 47