The F-test

[amp_mcq option1=”an omnibus test” option2=”considers the reduction in error when moving from the complete model to the reduced model” option3=”considers the reduction in error when moving from the reduced model to the complete model” option4=”can only be conceptualized as a reduction in error” correct=”option1″]

The correct answer is: A. an omnibus test.

An omnibus test is a statistical test that is used to assess the overall significance of a set of hypotheses. In the context of regression analysis, the F-test is an omnibus test that is used to assess the overall significance of the regression model. The F-test compares the variance of the residuals from the full model to the variance of the residuals from the reduced model. If the F-statistic is significant, then it indicates that the full model is a better fit to the data than the reduced model.

Option B is incorrect because the F-test does not consider the reduction in error when moving from the complete model to the reduced model. Instead, the F-test compares the variance of the residuals from the full model to the variance of the residuals from the reduced model.

Option C is incorrect because the F-test does not consider the reduction in error when moving from the reduced model to the complete model. Instead, the F-test compares the variance of the residuals from the full model to the variance of the residuals from the reduced model.

Option D is incorrect because the F-test can be conceptualized in a number of ways, including as a reduction in error. However, the F-test is not limited to being conceptualized as a reduction in error.