Which of the following correctly describes a multiple-regression ANOVA test?
a. It is a test of the significance of individual coefficients, rather than of the overall significance of the regression model.
b. It amounts to testing the hypothesis that none of the true regression coefficients is zero and that, therefore, all of the independent predictors help explain the variation of the dependent variable.
c. It is a test of the overall significance of a regression, rather than a test of the significance of individual coefficients.
d. It is a test of the significance of individual coefficients, rather than of the overall significance of the regression model and it is a test of the overall significance of a regression, rather than a test of the significance of individual coefficients.
e. None of these.
Question 2
In a multiple regression model where four independent variables are included in the model, the percentage of explained variation in the dependent variable will be equal to the square root of the sum of the largest correlations between the dependent variable and the four independent variables.
Indicate whether the statement is true or false