To test the validity of a multiple regression model, we test the null hypothesis that the regression coefficients are all zero by applying:
A) the t-test
B) the z-test
C) the F-test
D) the chi-square test
E) all of these

Question

Quizplus · Accepted Answer

To test the validity of a multiple regression model, we use the F-test, which tests whether at least one of the regression coefficients is significantly different from zero. The t-test is typically used to test the significance of individual regression coefficients, while the z-test is used to test hypotheses about population means and variances. The chi-square test is used to test the independence of two categorical variables. Therefore, only the F-test is appropriate for testing the overall validity of a multiple regression model.

To Test the Validity of a Multiple Regression Model, We