Question

What is the difference between the F and T test in linear regression?

Answer 1

F Test is done to check the overall significance of regression model

Where we have Null hypothesis that the model with no independent variables fits the data as well as your model.

Vs

Alternative hypothesis is  your model fits the data better than the intercept-only model.

So here we test overall significance of our regression coefficients

In t test

We cheek that if particular regression coefficient is significant or not

.the null hypothesis is regression coefficient is not significant

Vs

alternative hypothesis is regression coefficient is significant

So t test states the individual significance of regression coefficients

So difference is that

F Test checks overall significance of Regression coefficients

On other hand t test check individual significance of Regression coefficients