In the context of multiple linear regression, which of the following is the corr
ID: 3247985 • Letter: I
Question
In the context of multiple linear regression, which of the following is the correct general expression of the full model F test hypotheses? H_0: beta_1 = beta_2 = ... = beta_p = O H_1: Not all parameters equal 0 H_0: p_1 = p_01, p_2 = p_02, ..., p_p = p_OC H_0: at least one p is not equal to its stated value H_0: beta_1 = beta_2 = ... = beta_p = 0 H_1: AII parameters are not equal to 0 H_0: mu_1 = mu_2 = ... = mu_p H_1: at least two means differ from one another. H_0: beta_1 = beta_2 = ... = beta_p H_1: Not all beta parameters are equal to one another. H_0: beta_1 = b1, beta_2 = b_2, ..., beta_p = b_p H_1: At least one beta_1 is not equal to its stated value.Explanation / Answer
the answer is f (the last choice). Since F-test is used to check the significance of the entire model, hence it takes into account all beta coefficients. The null hypothesis is none of the beta coefficient is significant while the alternative hypothesis is atleast one of the beta coefficient is significant.