The F statistic calculated from a multiple regression analysis is equal to 5.96. 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 (5.96) is greater than both critical values (2.42 at the 5% level and 3.47 at the 1% level), indicating that the null hypothesis (that all slope coefficients are zero) can be rejected at both the 5% and 1% levels of significance. This means that at least one of the slope coefficients is significantly different from zero.

The F Statistic Calculated from a Multiple Regression Analysis Is