Residual degree of freedom

Residual degree of freedom

- the number of observations in the data set that are free to vary after estimating the parameters (coefficients) of the model. 

- It is a measure of the effective sample size for estimating the variability of the residuals or errors.

 

The formula for calculating the residual degrees of freedom in a regression model is:

1) Somple linear regression:

Residual degrees of freedom = Total number of observations − Number of estimated parameters in the model

2) Multiple linear regression: n-k-1

These results enable us to…,

 test stability and precision of coefficients

 conduct hypothesis testing in a regression