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Error Degrees of Freedom are calculated as n - p - 1 for multiple regression mod

ID: 3058049 • Letter: E

Question

Error Degrees of Freedom are calculated as n - p - 1 for multiple regression models. The p represents the number of coefficients (not including the intercept) in the estimated model.

Part A:

Report the Error Degrees of Freedom for this example:

Assume 160 observations are used to estimate a model with 2 numerical explanatory variables both with a linear relationship to the response and 1 categorical explanatory variable. The categorical variable has 4 levels.

Part B:

Assume 160 observations are used to estimate a model with 2 numerical explanatory variables both with a linear relationship to the response. In addition there is one categorical variable with 3 levels and another categorical variable with 4 levels.

Report the Error Degrees of Freedom.

Explanation / Answer

Error Degrees of Freedom are calculated as n - p - 1 for multiple regression models. The p represents the number of coefficients (not including the intercept) in the estimated model.

Part A:

Report the Error Degrees of Freedom for this example:

Assume 160 observations are used to estimate a model with 2 numerical explanatory variables both with a linear relationship to the response and 1 categorical explanatory variable. The categorical variable has 4 levels.

Part B:

Assume 160 observations are used to estimate a model with 2 numerical explanatory variables both with a linear relationship to the response. In addition there is one categorical variable with 3 levels and another categorical variable with 4 levels.

Report the Error Degrees of Freedom.

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