Question

In order 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:

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 degrees 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