In multiple regression,if the overall null hypothesis is rejected,which statement is true?
A) We know which specific βs are nonzero.
B) We do not know which βs are nonzero.
C) We can use t = b/SEb to determine which βs are nonzero.
D) Both B and C are correct.

Question

Quizplus · Accepted Answer

If the overall null hypothesis is rejected in multiple regression, it means that at least one of the independent variables has a significant impact on the dependent variable. However, it does not tell us which specific βs are nonzero. To determine which βs are significant, we can use the t-test, which involves calculating the t-value for each independent variable in the regression equation based on its beta coefficient and standard error (SEb). Therefore, both B and C are correct.

In Multiple Regression,if the Overall Null Hypothesis Is Rejected,which Statement