If the analysis of variance F-test leads to the conclusion

Chapter 12, Problem 8E

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QUESTION:

If the analysis of variance F-test leads to the conclusion that at least one of the model parameters is nonzero, can you conclude that the model is the best predictor for the dependent variable y? Can you conclude that all of the terms in the model are important for predicting y? What is the appropriate conclusion?

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QUESTION:

If the analysis of variance F-test leads to the conclusion that at least one of the model parameters is nonzero, can you conclude that the model is the best predictor for the dependent variable y? Can you conclude that all of the terms in the model are important for predicting y? What is the appropriate conclusion?

ANSWER:

Step 1 of 3

Conducting t-tests on all of the individual  parameters is also not the best method of

testing the global utility of the model because these multiple tests result in a high

probability of making at least one Type I error. Use the F -test for testing the global

utility of the model.

After we have determined that the overall model is useful for predicting  y using

the F -test, we may elect to conduct one or more t-tests on the individual  parameters.

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