when calculating the degrees of freedom for multiple regression, is the error term counted in the number of parameters there are?
No, the error term is not counted in the number of parameters when calculating the degrees of freedom for multiple regression.
The degrees of freedom refer to the number of independent pieces of information available for estimating parameters in a statistical model. In multiple regression, the degrees of freedom are typically determined by the number of observations (n) minus the number of estimated regression coefficients (p), or df = n - p.
The error term, also known as the residual error, represents the discrepancy between the observed values and the predicted values of the dependent variable. It is not considered a parameter in the regression model but rather a random variable with its own degrees of freedom, equal to the number of residual values (n - p - 1).