What is the purpose of an F-test in multiple linear regression?
- To check for multicollinearity
- To check the linearity of the model
- To check the normality of residuals
- To check the overall significance of the model
The F-test in multiple linear regression is used to test the overall significance of the model, essentially testing whether at least one of the predictors' coefficients is non-zero and hence contributes to explaining the variability in the response variable.
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