In multiple regression analysis, the ratio MSR/MSE yields the:
A. t-test statistic for testing each individual regression coefficient.
B. F-test statistic for testing the validity of the regression equation.
C. coefficient of determination.
D. adjusted coefficient of determination.
Analysis:
A. Incorrect. In multiple regression analysis, the ratio MSR/MSE yields the F-test statistic for testing the validity of the regression equation.
B. Correct. In multiple regression analysis, the ratio MSR/MSE yields the F-test statistic for testing the validity of the regression equation.
C. Incorrect. In multiple regression analysis, the ratio MSR/MSE yields the F-test statistic for testing the validity of the regression equation.
D. Incorrect. In multiple regression analysis, the ratio MSR/MSE yields the F-test statistic for testing the validity of the regression equation.
ANSWER : B
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