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3.3 Global hypothesis test (F & r 2 )

3.3 Global hypothesis test (F & r 2 ) As in the individual test, we posit an hypothesis to be rejected ? all coefficients taken together F distribution: critical F vs. F-stat What is the relationship with the r 2 ? Extreme examples: F* = +? ? sure rejection (r 2 = 1)

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3.3 Global hypothesis test (F &amp; r 2 )

3.3 Global hypothesis test (F & r 2 )