To test the validity of a multiple regression model, which of the following tests do we use for the null hypothesis that the regression coefficients are all 0?
A) t test
B) z test
C) F test
D) Rtest

Question

Quizplus · Accepted Answer

The F test is used to test the null hypothesis that all the regression coefficients are equal to 0. It measures the overall significance of the regression model by comparing the variation explained by the regression to the remaining unexplained variation. The t test and z test are used to test the significance of individual regression coefficients, not the overall model. The R test is not a commonly used statistical test.

To Test the Validity of a Multiple Regression Model, Which