The F statistic calculated from a multiple regression analysis is equal to 1.96. If the critical values of the F distribution are 2.42 and 3.47 at the 5 percent and 1 percent levels of significance, respectively, then
A) at least one of the slope coefficients is significantly different from zero.
B) none of the slope coefficients is significantly different from zero.
C) all of the slope coefficients are significantly different from zero.
D) no more than 5 percent (1 out of 20) of the slope coefficients are different from zero.

Question

Quizplus · Accepted Answer

The F statistic (1.96) is lower than both critical values (2.42 at the 5% level and 3.47 at the 1% level), indicating that we cannot reject the null hypothesis that all slope coefficients are equal to zero. This means there is not enough evidence to conclude that any of the slope coefficients are significantly different from zero.

The F Statistic Calculated from a Multiple Regression Analysis Is