In multiple linear regression, ________ is used to test the overall significance of the model.
- the Chi-square statistic
- the F-statistic
- the Z-statistic
- the t-statistic
In multiple linear regression, the F-statistic is used to test the overall significance of the model. This test checks the null hypothesis that all regression coefficients are zero against the alternative that at least one of them is not zero. If the F-statistic is significantly large and the corresponding p-value is small, we reject the null hypothesis, concluding that the regression model has some validity in predicting the outcome variable.
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