I just used LinearModelFit to undertake a multiple regression.
Y=a + b*x_1 + c*x_2
Now I am getting multiple p-values in the ANOVATable.
From what I have learned ANOVA for multiple regression gives normally only 1 p-value.
I mean you normally test the Null: all regression coefficients = 0 against all unspecified alternatives. So what do the single p values for each coefficient mean?