- CFA Exams
- CFA Exam: Level II 2021
- Study Session 2. Quantitative Methods (1)
- Reading 5. Multiple Regression
- Subject 7. Testing whether all population regression coefficients are equal to zero

###
**CFA Practice Question**

Which one(s) is (are) false? The F-statistic is:

II. a statistic with k + 1 degrees of freedom in the numerator and n-(k+1) in the denominator.

I. a statistic used to test individual independent variables.

II. a statistic with k + 1 degrees of freedom in the numerator and n-(k+1) in the denominator.

Correct Answer: Both are false.

II. It has k degrees of freedom in the numerator, not k + 1.

I. It is used to test all independent variables simultaneously, to see if any of them are significant.

II. It has k degrees of freedom in the numerator, not k + 1.

###
**User Contributed Comments**
0

You need to log in first to add your comment.