Sign up  |  Log in

Regression

When to use an F test and when to use a T test for a given regression?

Make the most of your CFA® Progam prep in one weekend! Join renowned instructors Peter Olinto & David Hetherington in May for a live, two-day intensive final review class.

The F-test tests the significance of all of the slope coefficients en masse.

You can use a t-test to test each slope individually.

Simplify the complicated side; don't complify the simplicated side.

Financial Exam Help 123: The place to get help for the CFA® exams
http://financialexamhelp123.com/

So, if I use individually each slope coefficients to arrive at a conclusion using t test that they are significant, then can I say the same for F stat also, without conducting the f test because I have tested each coefficient using the t test?

That’s correct.

Simplify the complicated side; don't complify the simplicated side.

Financial Exam Help 123: The place to get help for the CFA® exams
http://financialexamhelp123.com/