degree of freedom

[ps_ricky_son]

Hi,

Noticed that df = n -1 for calculation of t-stat but df = n - 2 for regression coefficient t-test? or did I mix them up? thx a lot~

 

[ShaktiRathore]

Hi
df=n-k-1 where k are total independent variable of regresion. For one independent variable regression k=1 so df =n-1-1=n-2. But for tstat for a single variable hypothesis test like testing for mean is significant or not we have 0 independent variable k=0 so df=n-0-1=n-1. Just remember for regression df=n-k-1 while for single variable hypothesis tests df=n-1.
Thanks

 

[ps_ricky_son]

that makes clear to me~~ thx a lot~