001130: Limited degrees of freedom will affect the accuracy of t-statistics.

Description

The accuracy of the t-statistic is dependent on the number of degrees of freedom. Accuracy increases as degrees of freedom increase. With 4 degrees of freedom, for example, probabilities are accurate to the fourth decimal place; with 5 degrees of freedom, they are accurate to the fifth decimal place.

Solution

Reduce the number of explanatory variables, increase the number of features, or pass a larger value for the degrees of freedom parameter.