In multiple regression analysis,before testing the significance of the individual regression coefficients,________.
A)the intercept must equal 0
B)the multiple standard error of the estimate must be less than the error mean square
C)the null hypothesis that all regression coefficients equal zero must not be rejected
D)the null hypothesis that all regression coefficients equal zero must be rejected

Question

Quizplus · Accepted Answer

Before testing the significance of individual regression coefficients in multiple regression analysis, it is essential to reject the null hypothesis that all regression coefficients equal zero. This step, typically done through an F-test, ensures there is at least some linear relationship between the predictors and the response variable, justifying further examination of individual predictors.

In Multiple Regression Analysis,before Testing the Significance of the Individual