In multiple regression analysis, testing the global null hypothesis that all regression coefficients are zero is based on
A) a z statistic
B) a t statistic
C) an F statistic
D) binomial distribution

Question

Quizplus · Accepted Answer

The global null hypothesis that all regression coefficients are zero can be tested using an F statistic in multiple regression analysis. This is done by comparing the ratio of the explained variance (sum of squares due to regression) to the unexplained variance (residual sum of squares) with an F distribution.

In Multiple Regression Analysis, Testing the Global Null Hypothesis That