The Intuition Behind a Test of Joint Significance Is That

Multiple Choice

The intuition behind a test of joint significance is that if a subset of variables is jointly significant,then

A) the unexplained sum of squares should be much larger in the restricted regression than in the unrestricted regression.
B) the unexplained sum of squares should be much smaller in the restricted regression than in the unrestricted regression.
C) the explained sum of squares should be much smaller in the restricted regression than in the unrestricted regression.
D) the total sum of squares should be much larger in the restricted regression than in the unrestricted regression.