What are the degree of freedom in Ordinary Least Square residuals of simple linear model? And...

Question

Question

What are the degree of freedom in Ordinary Least Square residuals of simple linear model? And why?

math Statistics-And-Probability

Answer 1

Answer #1

In Ordinary Least Square regression,

Degrees of freedom for residuals = n - (k + 1)

Where n = total number of observation,

k = no. of independent variables.

We impose k+1 constraint on model while estimating k+1 regression coefficient. Hence we lost k+1 df.

Answer 2

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