To test the validity of a multiple regression model,we test the null hypothesis that the regression coefficients are all zero by applying the:
A)F-test
B)t-test
C)z-test
D)None of these choices.

Question

Quizplus · Accepted Answer

To test the validity of a multiple regression model, we use the F-test, which tests the null hypothesis that all of the regression coefficients are zero. The F-test evaluates the overall significance of the model and determines whether any of the independent variables are statistically significant predictors of the dependent variable. The t-test and z-test are used for testing individual coefficients in simple linear regression models, not multiple regression models. Therefore, the best choice is A, the F-test.

To Test the Validity of a Multiple Regression Model,we Test