Question: In a multiple linear regression model with K independent variables, an F-test is applied to test for the overall fit. Under the null, A. the

In a multiple linear regression model with K independent variables, an F-test is applied to test for the overall fit. Under the null,

A. the entire group of independent variables explains the dependent variable well.

B. the entire group of independent variables is zero.

C. the entire group of independent variables is unknown.

D. the entire group of independent variables does not explain the dependent variable.

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