In multiple regression analysis, the ratio MSR / MSE yields the:
A) F-test statistic for testing the usefulness of the regression model
B) coefficient of determination
C) adjusted coefficient of determination(adj)
D) t-test statistic for testing each partial regression coefficient
E) coefficient of determinationand t-test statistic for testing each partial regression coefficient

Question

Quizplus · Accepted Answer

The ratio MSR / MSE, also known as the F-test ratio, is used to evaluate the overall usefulness of the multiple regression model. It compares the explained variation in the model (MSR) to the unexplained variation (MSE) and produces an F-test statistic, which is used to test the null hypothesis that all the regression coefficients (except for the intercept) are equal to zero, indicating that the model has no explanatory power. Therefore, choice A is the correct answer.

In Multiple Regression Analysis, the Ratio MSR / MSE Yields