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

Question

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When the overall null hypothesis in a multiple regression is rejected, it means at least one predictor variable is significantly related to the outcome variable. However, this does not tell us which specific β coefficients (representing the relationship between predictors and the outcome) are nonzero. To determine which specific βs are nonzero, individual tests (such as t-tests using the formula t = b/SE) for each coefficient are needed. Therefore, both statements B and C are correct: we do not know which βs are nonzero based on the overall test alone, and we use specific statistical tests to determine the significance of individual predictors.

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