RESEARCH METHODOLOGY

STATISTICAL TECHNIQUES AND TOOLS

MULTIPLE REGRESSION

Question [CLICK ON ANY CHOICE TO KNOW THE RIGHT ANSWER]
In a multiple regression analysis with N observations and k independent variables, the degrees of freedom for the residual error is given by (N-k).
A
True
B
False
C
Either A or B
D
None of the above
Explanation: 

Detailed explanation-1: -Degrees of freedom (df) Regression df is the number of independent variables in our regression model. Since we only consider GRE scores in this example, it is 1. Residual df is the total number of observations (rows) of the dataset subtracted by the number of variables being estimated.

Detailed explanation-2: -n: sample size (total number of observations) k: number of predictor terms in a linear regression model, which means there are k+1 regression coefficients (including the intercept).

Detailed explanation-3: -A linear regression model would therefore have 10, 000 parameters, meaning the model would have 10, 000 degrees of freedom. We can calculate the model error degrees of freedom as follows: model error degrees of freedom = number of observations – number of parameters. model error degrees of freedom = 100 – 10, 000.

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