Mathematics, 10.03.2020 17:07 moisescab662

What is correct about F-test of overall validity of the model?

a. It is a two sided test of R-squared being zero versus not being zero.
b. It is one sided test of R-squared being zero versus being greater than zero.
c. A big F-statistic (bigger than critical value) means that the model has explanatory power.
d. In rare cases the value of F-statistic can be negative.

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What is correct about F-test of overall validity of the model?

a. It is a two sided test...