00:01
So here the first question is, which is true, about the f -test reported in a regression summary.
00:29
Well, a regression f -test tests a null hypothesis that all your coefficients are, all except a constant, are equal to zero, versus the alternative that there is a correlation with at least one of them.
01:05
So then, which is true, the f -test reported is testing whether b1 is equal to b2 is equal to b3 is equal to b4 is zero.
01:17
Because we don't care about the constant that does not indicate a relationship because that is not related to any other valuables.
01:29
So it is the first one, not the second one.
01:36
And we want all of them to be zero.
01:40
So that's answer a, our first answer.
01:47
And then the next question asks, what is true about the f -test? and then my choices are, the value of the f statistic will depend on the significant level.
02:12
No, the first one is not true...