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When the F test is used to test the overall significance of a multiple regression model, if the null hypothesis is rejected, it can be concluded that all of the independent variables x1, x2, . . . , xk are significantly related to the dependent variable y.

A. True
B. False

User Alec Smart
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1 Answer

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13 votes

Answer:

False

Explanation:

When the Ftest is used to test the overall significance of a multiple regression model, it evaluates the significance of independent variables to the outcome of the regression model. The null hypothesis of an Ftest when used for multiple regression is that, the independent variables aren't significant in the outcome of the regression model while the alternative Hypothesis claims that the independent variables are significant .

For the overall significance evaluation, once one of the independent variables proves significant, then the overall Ftest is significant, that is it does not require that all individual independent variables are significant. The null only stands when all the independent variables are insignificant.

Therefore, the overall Ftest for significance isn't enough to prove that all individual. Independent variables are significant when the null is rejected.

User Tye
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