The statistic used to test whether the independent variables taken as a group explain a statistically significant portion of the variation in the dependent variable is the:
A) R-squared statistic.
B) t-statistic.
C) Durbin-Watson statistic.
D) F-test statistic.
E) standard error of the estimate.

Question

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The F-test statistic is used to test whether the independent variables taken as a group explain a statistically significant portion of the variation in the dependent variable. It compares the explained variation to the unexplained variation and produces an F-value, which is compared to a critical value to determine if the model is significant. The other statistics listed are used for specific purposes, such as measuring the strength of the relationship between variables (R-squared), testing the significance of individual coefficients (t-statistic), detecting autocorrelation (Durbin-Watson statistic), or estimating the variability of predictions (standard error of the estimate).

The Statistic Used to Test Whether the Independent Variables Taken