F-Test Interpretation - Quant Trader Interview Question
Difficulty: Medium
Category: Statistics & Regression
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Topics: regression, f-test, hypothesis-testing, statistics
Problem Description
You run a multiple linear regression of asset returns on five different factors. The resulting F-statistic for the overall model significance is 0.8, and the corresponding p-value is 0.55. Assuming a significance level of 5%, what can you conclude about the model's explanatory power?
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