Question

In order to test for the significance of a regression model involving 5 independent variables and 123 observations, the numerator and denominator degrees of freedom (respectively) for the critical value of F are

Answer 1

Answer: The numerator and denominator degrees of freedom (respectively) for the critical value of F are 4 and 118 .

Step-by-step explanation:

We know that , for critical value of F, degrees of freedom for numerator = k-1

and for denominator = n-k, where n= Total observations and k = number of independent variables.

Here, Numbers of independent variables(k) = 5

Total observations (n)= 123

So, Degrees of freedom for numerator  = 5-1=4

Degrees of freedom for denominator =123-5= 118

Hence, the numerator and denominator degrees of freedom (respectively) for the critical value of F are 4 and 118 .