True False Uncertain with Explanation b F tests and t tests

True, False, Uncertain with Explanation:

(b) F tests and t tests on coefficients in a regression are equivalent in the sense that dropping all variables with small (insignificant) t statistics always results in the same final equation as performing the appropriate F tests.

Solution

True.

The t test is equivalent to a 1 numerator df F test. They make the same decision and indeed if you square the t statistic it’s equivalent to the F test.