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The overall regression F-statistic tests the null hypothesis that:

A. All slope coefficients and the intercept are zero.
B. The intercept in the regression and at least one, but not all, of the slope coefficients are zero.
C. The slope coefficient of the variable of interest is zero, but the other slope coefficients are not.
D. All of the above.
E. None of the above.

1 Answer

6 votes

Final answer:

The overall regression F-statistic tests the null hypothesis that all the slope coefficients and the intercept are zero, indicating none of the predictor variables are significantly related to the outcome variable.

Step-by-step explanation:

The overall regression F-statistic tests the null hypothesis that all of the slope coefficients in the model are zero, which is equivalent to saying that none of the predictor variables in the model are significantly related to the outcome variable. Thus, the correct answer is A. All slope coefficients and the intercept are zero. The F-test evaluates whether the observed relationships between the dependent variable and independent variables in the regression are statistically significant. If we reject the null hypothesis, it means that our model provides a better fit than a model with no predictors.

User Juergen Schulze
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