If a group of coefficients contains statistically insignificant coefficients, a combined test can determine whether the group considered as a whole is statistically significant or not. Sometimes a group of coefficients may be insignificant when considered individually, but significant when considered as a group.
To test the combined significance of two or more model coefficients:
To test the combined signficance of the model as a whole, simply select all coefficients.
Wizard performs joint significance tests using the Wald test. An F statistic is constructed for linear models, and a chi-squared statistic is constructed for non-linear models. Likelihood ratio and score tests are not available.
Other kinds of hypotheses can be tested in a similar manner by choosing a different null hypothesis.