Explanation:
The F-test in multiple regression establishes whether at least one of the independent variables is statistically significant (i.e., whether the overall model explains a significant amount of variation in Y). However, it does not specify which individual variables are significant. After obtaining a significant F-test result, the next logical step is to perform t-tests on each individual X variable to determine which specific variables contribute significantly to the model and which ones may be insignificant and could potentially be removed.
Ultimate access to all questions.
No comments yet.
Suppose you performed the F-test on a multiple regression model and established that a significant amount of variation in the Y variable is explained by the set of X variables; then:
A
You should make a transformation of the Y variable
B
You could perform another test with an indicator variable so as to establish the significance level of the test
C
You should discard the initial model in favor of a different one with more X variables
D
You should perform t-tests on each X variable to establish whether there’s any of them whose effect on Y is not statistically significant