Why should I choose AnalystNotes?
AnalystNotes specializes in helping candidates pass. Period.
Basic Question 7 of 7
Which of the following statements is (are) true with respect to an F-statistic when analyzing a regression model?
II. The t-statistic will not be effective in testing the validity of a linear multiple regression as a whole.
III. In all cases, the calculated F-statistic is simply the square of the calculated t-statistic.
IV. F-statistic is calculated to determine if the coefficients of a linear multiple regression equation are, in aggregate, significant.
I. The calculated F-statistic will decrease as the mean sum of squares of the error terms increases relative to the mean sum of the squares of the regression.
II. The t-statistic will not be effective in testing the validity of a linear multiple regression as a whole.
III. In all cases, the calculated F-statistic is simply the square of the calculated t-statistic.
IV. F-statistic is calculated to determine if the coefficients of a linear multiple regression equation are, in aggregate, significant.
User Contributed Comments 2
| User | Comment |
|---|---|
| vi2009 | II is true ... F-statistics give more weight to test validity of linear multiple regression by testing for weightage of error due explained error by the regresssion model = > someone please confirm. Thanks |
| ericczhang | The t-statistic only tells you about one coefficient, whereas the F-statistic tells you about the entire linear multiple regression. That's why II is true. Although there are certain special cases where the t-stat is equivalent to a F-stat. |
I am using your study notes and I know of at least 5 other friends of mine who used it and passed the exam last Dec. Keep up your great work!
Barnes
Learning Outcome Statements
formulate hypotheses on the significance of two or more coefficients in a multiple regression model and interpret the results of the joint hypothesis tests;
CFA® 2025 Level II Curriculum, Volume 1, Module 2.