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Degrees of Freedom: What are they?

Hypothesis Testing > Degrees of Freedom

Degrees of freedom are used inhypothesis testing.

Contents (click to skip to that section):

1. What are Degrees of Freedom?

2. DF: Two Samples
3. Degrees of Freedom in ANOVA
4. Why Do Critical Values Decrease While DF Increase?

What are Degrees of Freedom?

Degrees of freedom in the left column of the t

distribution table.

Degrees of freedom of an estimate isthe number of independent pieces of information that went into calculating the estimate. It’s not quite the same
as the number of items in the sample. In order to get the df for the estimate, you have to subtract 1 from the number of items. Let’s say you were
finding the mean weight loss for a low-carb diet. You could use 4 people, giving 3 degrees of freedom (4 – 1 = 3), or you could use one hundred
people with df = 99.

In math terms (where “n” is the number of items in your set):

Degrees of Freedom = n – 1

Why do we subtract 1 from the number of items?Another way to look at degrees of freedom is that they arethe number of values that are free to vary
in a data set. What does “free to vary” mean? Here’s an example using the mean (average):
Q. Pick a set of numbers that have a mean (average) of 10.
A . Some sets of numbers you might pick: 9, 10, 11 or 8, 10, 12 or 5, 10, 15.
Once you have chosen the first two numbers in the set, the third is fixed. In other words, you can’t choose the third item in the set. The only numbers
that are free to vary are the first two. You can pick 9 + 10 or 5 + 15, but once you’ve made that decision you must choose a particular number that will
give you the mean you are looking for. So degrees of freedom for a set of three numbers is TWO.

For example: if you wanted to find a confidence interval for a sample, degrees of freedom is n – 1. “N’ can also be the number of classes or categories.
See: Critical chi-square value for an example.
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Degrees of Freedom: Two Samples

If you have two samples and want to find a parameter, like the mean, you have two “n”s to consider (sample 1 and sample 2). Degrees of freedom in
that case is:

Degrees of Freedom (Two Samples): (N1 + N2) – 2.

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Degrees of Freedom in ANOVA

Degrees of freedom becomes a little more complicated inANOVA tests. Instead of a simple parameter (like finding a mean), ANOVA tests involve
comparing known means in sets of data. For example, in a one-way ANOVA you are comparing two means in two cells. The grand mean (the average of
the averages) would be:
Mean 1 + mean 2 = grand mean.
What if you chose mean 1 and you knew the grand mean? You wouldn’t have a choice about Mean
2, so your degrees of freedom for a two-group ANOVA
is 1.

Two Group ANOVA df1 = n – 1

For a three-group ANOVA, you can vary two means so degrees of freedom is 2.

It’s actually a little more complicated because there are two degrees of freedom in ANOVA: df1 and df2. The explanation above is for df1. Df2 in ANOVA
is the total number of observations in all cells – degrees of freedoms lost because the cell means are set.

Two Group ANOVA df2 = n – k

The “k” in that formula is the number of cell means or groups/conditions.

For example, let’s say you had 200 observations and four cell means. Degrees of freedom in this case would be: Df2 = 200 – 4 = 196.
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Why Do Critical Values Decrease While DF Increase?

Thanks to Mohammed Gezmu for this question.

Let’s take a look at the t-score formula in a hypothesis test:

When n increases, the t-score goes up. This is because of the square root in the denominator: as it gets larger, the fraction s/√n
gets smaller and the t-score (the result of another fraction) gets bigger. As the degrees of freedom are defined above as n-1, you
would think that the t-critical value should get bigger too, but they don’t: they get smaller. This seems counter-intuitive.

However, think about what a t-test is actually for. You’re using the t-test because you don’t know the standard deviation of your population and
therefore you don’t know the shape of your graph. It could have short, fat tails. It could have long skinny tails. You just have no idea. The degrees of
freedom affect the shape of the graph in the t-distribution; as the df get larger, the area in the tails of the distribution get smaller. As df approaches
infinity, the t-distribution will look like a normal distribution. When this happens, you can be certain of your standard deviation (which is 1 on a normal
distribution).

Let’s say you took repeated sample weights from four people, drawn from a population with an unknown standard deviation. You measure their
weights, calculate the mean difference between the sample pairs and repeat the process over and over. The tiny sample size of 4 will result a t-
distribution with fat tails. The fat tails tell you that you’re more likely to have extreme values in your sample. You test your hypothesis at an alpha level
of 5%, which cuts off the last 5% of your distribution. The graph below shows the t-distribution with a 5% cut off. This gives a critical value of 2.6.
(Note: I’m using a hypothetical t-distribution here as an example–the CV is not exact).
 Now look at the normal distribution. We have less chance of extreme values with the
normal distribution. Our 5% alpha level cuts off at a CV of 2.

Back to the original question “Why Do Critical Values Decrease While DF Increases?” Here’s
the short answer:

Degrees of freedom are related to sample size (n-1). If the df increases, it also stands
that the sample size is increasing; the graph of the t-distribution will have skinnier tails,
pushing the critical value towards the mean.

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Reference :
Gerard Dallal. The Little Handbook of Statistical Practice. Retrieved December 26 2015 from here.
Alistair W Kerr, Howard K Hall, Stephen A Kozub. (2002). Doing Statistics with SPSS. Sage Publications. p.68. Available here.

Degrees of Freedom: What are they? was last modified: November 15th, 2016 by Andale

November 2, Hypothesis 15
By Andale | 2013 | Testing | Comments |

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15 thoughts on “Degrees of Freedom: What are they? ”

Sarah
February 18, 2015 at 2:00 pm

The example really helps clarify the meaning of degrees of freedom. Could you also discuss *why* it is necessary to account for these in various
statistical tests?

Andale Post author

February 19, 2015 at 12:03 pm

Hi, Sarah,
Thanks for your comment. I’m not sure I completely understand your question. I attempted to explain why in the first paragraph; if you have x
numbers, then your test result will vary if you have, say x+1 numbers or x+10 numbers. Could you tell me what you think needs expanding?
Thanks :)

MOHAMMED Gezmu
December 26, 2015 at 10:08 am

Thank you for your examples. Why does critical values decrease while df increase?

Andale Post author

December 26, 2015 at 11:36 am

Hello, Mohammed,
Thanks for your question. I have added it to the article (please see the article for the full explanation). The short answer: Degrees of freedom are
related to sample size (n-1). If the df increases, it also stands that the sample size is increasing; the graph of the t-distribution will have skinnier
tails, pushing the critical value towards the mean.
Regards,
Stephanie
 MOHAMMED Gezmu
January 22, 2016 at 10:53 am

Dear Stephanie, Thank you very much for your consideration. I read all the ideas included ; and got some insight about my question.

Maryam
November 4, 2016 at 8:30 am

Hi All,

I have a question with regards to degree of freedom.

I have two samples one with sample size of 1926 and standard error of estimate equal to 18.9
other is with sample size of 41 and standard error of estimate equal to 11.11.
I was wondering since the sample size are different is there any way that I can compare these two results?

They are a result of two fitting regression model for observed and predicted data for two different sample size.

Andale Post author

November 4, 2016 at 8:44 am

“Is there any way that I can compare these two results?”
What are you comparing? A mean?

Maryam
November 4, 2016 at 9:02 am

No I am comparing based on my standard deviation.

Andale Post author

November 6, 2016 at 6:10 am

I don’t see any reason why you couldn’t compare them, as long as your sample sizes are sufficient.

Maryam
November 9, 2016 at 11:53 am

Thank you for your reply.

The part that I don’t know is how can I compare them since the sample size is different.
for example if I need to consider their df for this comparison how should I do that.
I am pretty new with F-test

Andale Post author

November 10, 2016 at 7:42 am

If you the sample size you chose for both sets is sound (e.g. you used random sampling), then you can compare the results from both sets without
having to adjust for sample size.

Maryam
November 10, 2016 at 8:24 am
 Thank you Andale for your response.
But would that be correct? I mean if I have 100 samples, won’t it give me lower SD comparing to the one if I had 20 samples ?
I am concern about having n-2 in my deviator, which will effect the result.

Andale Post author

November 10, 2016 at 3:51 pm

Standard deviation is the spread of scores. It’s not affected by sample size. Here’s an example: if you survey 1000 people, their average IQ score
should be around 100 with a standard deviation of 15. If you survey 200, you’ll get the same standard deviation.

khattak
December 29, 2016 at 4:45 am

Why z test does not depends on degrees of freedom as t test depends on dg

Andale Post author

December 29, 2016 at 5:44 am

There is only one z-distribution. The t-test has several, depending on the sample size.

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