"Suppose that in a MULTIPLE linear regression analysis, it is of interest to compare a model with 3 independent variables to a model with the same response varaible and these same 3 independent variables plus 2 additional independent variables.(adsbygoogle = window.adsbygoogle || []).push({});

As more predictors are added to the model, the coefficient ofmultipledetermination (R^2) will increase, so the model with 5 predicator variables will have a higher R^2.

The"partialF-test for the coefficients of the 2 additional predictor variables (H_o: β_4=β_5=0) is equivalent to testing that the increase in R^2 is statistically signifcant.

I don't understand the bolded sentence. Why are they equivalent?

Thanks for explaining!

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# Multiple linear regression: partial F-test

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