The main null hypothesis of a multiple regression is that there is no relationship between the X variables and the Y variable; in other words, the Y values you predict from your multiple regression equation are no closer to the actual Y values than you would expect by chance.
and for coefficients:
The tests are used to conduct hypothesis tests on the regression coefficients obtained in simple linear regression. A statistic based on the distribution is used to test the two-sided hypothesis that the true slope, , equals some constant value, . The statements for the hypothesis test are expressed as:
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