The F statistic and its p-value give a global test of significance for a multiple regression.

Question

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The F statistic and its p-value give a global test of significance for a multiple regression. The F statistic is a measure of the overall fit of the regression model, and its p-value tells us the probability of obtaining such an extreme F statistic by chance alone if the null hypothesis (i.e., the model has no significant predictive power) were true.

The F Statistic and Its P-Value Give a Global Test