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1. When we test for the statistical significance of the overall regression model, what are the...

1. When we test for the statistical significance of the overall regression model, what are the null and alternative hypotheses being tested?

2. When we test for the statistical significance of an individual b coefficient, what are the null and alternative hypotheses being tested?

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Answer #1

We know that,

1. For overall regression model,

The hypothesis are,

  • H0: β1 = β2 = ... = βp-1 = 0

    H1: βj ≠ 0, for at least one value of j

2. For individual b coefficient,

The hypothesis are,

Ho: b = 0

Ha: b ≠ 0

The null hypothesis states that the slope is equal to zero, and the alternative hypothesis states that the slope is not equal to zero.

Thank you.

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