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The Purpose of the Partial F Test in Multiple Regression

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The purpose of the partial F test in multiple regression is to determine the predictive power of a model including all the X variables.


Definitions:

P Value

The probability of observing test results at least as extreme as the results actually observed, under the assumption that the null hypothesis is correct.

Chi-square Statistic

A measure used in statistics to assess how expectations compare to actual observed data, particularly in the context of categorical variables.

Observed Frequencies

The actual number of occurrences of each category in statistical data.

Expected Frequencies

The anticipated counts in each category of a contingency table under the assumption that the null hypothesis is true, calculated from the proportions in the total sample.

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