Which statement about F-test of multiple regression is wrong?
a) the p-value of the f-test is smaller than the significant level (eg.5%)indicates that the model has significant explanatory power.
b) the p value of the f test is smaller than the significant level (eg 5%) indicates that at least one of the predictors has non zero coefficient.
c)the null hypothesis of the f test is βintercept = β1 = ... βx = 0
d) all statements are correct
We know that,
For f test,
Null hypothesis is,
Ho: β1 = ... βx = 0
Hence. Option c) is with wrong statement.
i.e., Required correct option is c).
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Which statement about F-test of multiple regression is wrong? a) the p-value of the f-test is...
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