Question

If you reject a joint null hypothesis using the F-test in a multiple hypothesis setting, then: A) a series of t-tests may or may not give you the same conclusion. B) the regression is always significant. C) all of the hypotheses are always simultaneously rejected. D) the F-statistic must be negative. Answer: A

Answer 1

A) a series of t-tests may or may not give you the same conclusion

Explanation:

F test is a statistical test, used for testing overall significance in a regression model. It denotes, how well - multiple explanatory (or independent) variables in a regression model effect the variation in dependent variable.

Rejecting a f test implies that - the set of multiple explanatory (or independent) variables 'jointly' effect the dependent variable significantly. However the individual independent variables might or might not effect dependent variable (independently) significantly.

So, the individual t tests might or might not give same conclusion.