Must know statistical tests for testing statistical significance of features in Regression Model: One-sided & Two-sided T-test, F-test, 2 Sample Z-test, 2 Sample T-test, Chi-Squared test — “Facts are stubborn things, but statistics are pliable.”
― Mark Twain Trying to determine whether a variable or set of variables had a real impact on another, dependent, variable is one of the most common reasons for using regression models such as Linear Regression.