In: Statistics and Probability
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