Explanation:
only provides information regarding the proportion of variation in the dependent variable that is explained by the regression. The F-test provides a statistical test where the null is that all parameter estimates are equal to zero versus the alternative that at least one parameter estimate is not.
(Book 2, Module 19.2, LO 19.d)
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Question 12
A statistician has determined that has its limitations with respect to regression analyses. She seeks a statistical test to help her determine whether the regression results can be considered statistically significant. Her supervisor indicates she should take a look at the F-test. Which of the following statements is most directly related to and the F-test when it comes to the statistical significance of a regression?
A
Both R and the F-test provide statistical significance of a regression.
B
Both and the F-test are based on the same hypothesis test.
C
provides only an explanatory proportion analysis, but the F-test provides statistical significance regarding regression parameters.
D
and the F-test always give the same indication of statistical significance.
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