In multiple regression analysis, before testing the significance of the individual regression coefficients,
A) the intercept must equal 0.
B) the multiple standard error of the estimate must be less than the error mean square.
C) the null hypothesis that all regression coefficients equal zero must NOT be rejected.
D) the null hypothesis that all regression coefficients equal zero must be rejected.

Question

Quizplus · Accepted Answer

Before testing the significance of individual regression coefficients, the overall null hypothesis that all regression coefficients equal zero should be rejected to ensure that the model has some predictive power.

In Multiple Regression Analysis, Before Testing the Significance of the Individual