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Degree of freedom

As explained in Effective Data Analysis

Degrees of freedom are the number of independent values available to estimate a statistical quantity or determine a test distribution.

Degrees of freedom count the independent values available when estimating a statistical quantity. In a t-test, they help determine which critical t-value to use; the t-statistic alone does not establish whether a result meets a chosen significance threshold. section 4.2.1

The calculation depends on the test:

  • For a one-sample example with 200 observations, use 200 − 1 = 199 degrees of freedom. section 4.2.1
  • For the independent two-group t-test described here, use n₁ + n₂ − 2. Two groups of 31 observations each therefore have 60 degrees of freedom. section 4.2.1
Table 4.1 Abbreviated t-distribution table showing that increasing the degrees of freedom has diminishing returns on the t-critical values at each alpha level (p-value threshold).
degrees of freedom
alpha level
0.1
0.05
0.01
0.005
0.001
10
1.81
2.23
3.17
3.58
4.59
20
1.72
2.09
2.85
3.15
3.85
30
1.70
2.04
2.75
3.03
3.65
40
1.68
2.02
2.70
2.97
3.55
50
1.68
2.01
2.68
2.94
3.50
60
1.67
2.00
2.66
2.91
3.46
70
1.67
1.99
2.65
2.90
3.44
80
1.66
1.99
2.64
2.89
3.42
90
1.66
1.99
2.63
2.88
3.40
100
1.66
1.98
2.63
2.87
3.39
150
1.66
1.98
2.61
2.85
3.36
200
1.65
1.97
2.60
2.84
3.34

The t-distribution table pairs degrees of freedom with an alpha level to select a critical value. At alpha 0.05, the listed value falls from 2.00 at 60 degrees of freedom to 1.97 at 200: increasing the sample size brings diminishing changes to this cutoff. section 4.2.1

Select the calculation for the test before consulting a critical-value table. A statistically significant result still needs careful interpretation: sample size and the assumptions of a parametric test matter. section 4.2.1

How Effective Data Analysis covers it

How deep it goes
Gives sample-size calculations and table lookup, but does not derive the formulas.
Examples
Uses 200 observations, two groups of 31 observations, and a t-distribution table of critical values.
What it assumes
Assumes basic familiarity with sample size and t-tests while supplying the arithmetic needed for the illustrated lookups.
What you can do after
Evaluate/understand it by calculating degrees of freedom for the illustrated t-tests and locating a critical t-value at a chosen alpha level.
How it connects
Connects degrees of freedom to t-tests, t-distributions, sample size, alpha levels, and statistical significance.

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