Which Excel function will give the p-value for overall significance if a regression has 75 observations and 5 predictors and gives an F test statistic F_calc = 3.67? A)=F.INV(.05, 5, 75) B)=F.DIST(3.67, 4, 74) C)=F.DIST.RT(3.67, 5, 69) D)=F.DIST(.05, 4, 70)

Question

Quizplus · Accepted Answer

The F.DIST.RT function calculates the p-value for a right-tailed F distribution. In this case, we want the p-value for overall significance, which tests whether any of the predictors have a significant effect on the dependent variable. The degrees of freedom for the numerator are 5 (number of predictors) and the degrees of freedom for the denominator are 69 (75 observations minus 5 predictors). Therefore, the correct function to use is F.DIST.RT(3.67, 5, 69).

Which Excel Function Will Give the P-Value for Overall Significance