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) A binomial distribution

Question

Quizplus · Accepted Answer

The global null hypothesis that all regression coefficients are zero is tested using an F-statistic in multiple regression analysis. The F-statistic compares the explained variation (i.e., the variation in the dependent variable accounted for by the model) to the unexplained variation (i.e., the variation that is not accounted for by the model). Therefore, the correct choice is C - An F-statistic.

In Multiple Regression Analysis, Testing the Global Null Hypothesis That