Question

In multiple regression analysis, when we are able to reject the null hypothesis for the F test, it necessary means that each variable X has a significant influence over Y? Explain and justify your answer. (10 points)

Answer 1

Reject the null when your p value is smaller than your alpha level. You should not reject the null if your critical f value is smaller than your F Value, unless you also have a small p-value.The F-test of overall significance indicates whether your linear regression model provides a better fit to the data than a model that contains no independent variables. In this post, I look at how the F-test of overall significance fits in with other regression statistics, such as R-squared. R-squared tells you how well your model fits the data, and the F-test is related to it.