The logic behind the F-test for the overall significance of the estimated sample regression function is that if the estimated sample regression function explains a significant amount of the variation in the dependent variable,then A)the regression F-statistic should be small. B)the MSUnexplained should be large relative to the MSExplained. C)the MSExplained should be large relative to the MSUnexplained. D)total sum of squares should be large.

Question

Quizplus · Accepted Answer

The F-test for overall significance evaluates the ratio of the explained variation in the dependent variable by the regression model (MSExplained) to the unexplained variation in the dependent variable (MSUnexplained). If the ratio is large, it suggests that the regression model is explaining a significant portion of the variability of the dependent variable. Therefore, the correct choice is C, as the MSExplained should be large relative to the MSUnexplained.

The Logic Behind the F-Test for the Overall Significance of the Estimated