In multiple linear regression, the __________ test is used to test if a group of variables contributes to the prediction of the response.

  • Chi-square test
  • F-test
  • T-test
  • Z-test
The F-test is used in multiple regression to test whether at least one of the predictors' regression coefficient is not equal to zero. In other words, it tests whether the predictors are significant in explaining the response variable.
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