- CFA Exams
- CFA Level I Exam
- Study Session 2. Quantitative Methods (1)
- Reading 5. Multiple Regression
- Subject 7. Testing Whether All Population Regression Coefficients are Equal to Zero

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**CFA Practice Question**

The F-statistic is equal to:

A. (Mean Regression Sum of Squares) / (Mean Squared Error).

B. (Mean Regression Sum of Squares) / (Sum of Squared Errors).

C. (Regression Sum of Squares) / (Mean Squared Error).

**Explanation:**F = [(Regression Sum of Squares)/k] / [(Sum of Squared Errors)/(n - k - 1)].

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