Question

A regression model involved 18 independent variables and 200 observations. The critical value of t for testing the significance of each of the independent variable's coefficients will have:__________. a) 18 degrees of freedom b) 200 degrees of freedom c) 199 degrees of freedom d) 181 degrees of freedom

Answer 1

The correct answer to the following question will be Option d (181 degrees of freedom).

Explanation:

The given values are:

Regression model,

n = 200

Observations,

p = 18

Now,

⇒
`n-p-1`

On putting the estimated values, we get

⇒
`200-18-1`

⇒
`181`

So that the correct choice will be "181 degrees of freedom".