Design principle Parameter vector multi linear regression

#1
Hi all,

Can someone please describe to me the construction principle of testing the parameter vector B (beta) in the multiple linear regression model?

Many thanks in advance!

Regards
Max
 

obh

Active Member
#2
Test one parameter in the vector uses the t-test.
There are many automated methods, Generally, it is better to know the model using logic and expertןise and not to use an automated method to choose the model.