How is the F-statistic used in the context of a multiple linear regression model?
- It measures the correlation between the dependent and independent variables
- It measures the degree of multicollinearity
- It tests the overall significance of the model
- It tests the significance of individual coefficients
The F-statistic in the context of a multiple linear regression model is used to test the overall significance of the model. The null hypothesis is that all of the regression coefficients are equal to zero, against the alternative that at least one does not.
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