Tests in Regression Analysis

Regression analysis investigates and models the relationship between variables. A linear relationship is assumed between a dependent or response variable Y of interest and one or several independent, predictor or regressor variables. This chapter presents tests on regression parameters in simple and multiple linear regression analysis. Tests cover the hypothesis on the value of individual regression parameters as well as tests for significance of regression where the hypothesis states that none of the regressor variables has a linear effect on the response. Simple linear regression is also called straight line regression. Multiple linear regression is an extension of the simple linear regression to more than one regressor variable. Tests for significance of regression test the overall hypothesis that none of the regressor has an influence on Y in the regression model.