In a multiple regression, which of the following tests can be used to determine if the relationship

Craig Mendoza

Craig Mendoza

Answered question

2022-06-27

In a multiple regression, which of the following tests can be used to determine if the relationship between the dependent variable and the set of independent variables is significant?
The Coefficient Of Determination R-Squared for each coefficient of the X variables & an F-
Statistic Test for the overall regression
1. F-Statistic tests for each coefficient & a t-test for the overall regression
2. The Coefficient Of Determination R-Squared and/or an F-Statistic Test for the overall regression & t-tests for each coefficient of the X variables
3. t-tests for each coefficient and for the overall regression

Answer & Explanation

Leland Ochoa

Leland Ochoa

Beginner2022-06-28Added 25 answers

In a multiple regression, to make the model more efficient,we have to remove those independent variables which are not contributing significantly to the regression.
We use t-test for each coefficient of the X variables
Then , after significance testing, we include only those who are significant. Then we have to test the overall significance of the regression to see whether the model is explaining the variability in dependent variable significantly
We use Coefficient Of Determination R-Squared and/or an F-Statistic Test
Correct option :
The Coefficient Of Determination R-Squared and/or an F-Statistic Test for the overall regression & t-tests for each coefficient of the X variables

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