The overall regression F-statistic tests the null hypothesis that: a. all slope coefficients and the intercept are zero. b. all slope coefficients are zero. c. the slope coefficient of the variable of interest is zero, but that the other slope coefficients are not. d. the intercept in the regression and at least one, but not all, of the slope coefficients is zero.
Question
The overall regression F-statistic tests the null hypothesis that:
a. all slope coefficients and the intercept are zero.
b. all slope coefficients are zero.
c. the slope coefficient of the variable of interest is zero, but that the other slope coefficients are not.
d. the intercept in the regression and at least one, but not all, of the slope coefficients is zero.
Solution
The overall regression F-statistic tests the null hypothesis that:
b. all slope coefficients are zero.
The F-statistic in regression is a test to see if the explained variance in a model is significantly greater than the residual variance, essentially if the model is good at explaining the data. The null hypothesis, in this case, is that all of the regression coefficients are equal to zero, meaning that none of the independent variables matter, and the model does not explain any of the variance in the dependent variable.
Similar Questions
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