There are several discussions with similar headings, e.g. overall effects of categorical variables or Overall Significance vs. Individual Variable Significance in Mutliple Regression or Categorical Significance Test
...none of which fully answer me, and with subtly conflicting answers, I think.
Question: Once I've run a multiple regression which includes a categorical variable (5 levels in my case), what is the right test to see whether the variable, not the levels, is statistically significant to the model?
Below a screenshot of my regression (fit in python using statsmodels, and it's the AG Rating fella I'd like to check out).
Update: This may well be a duplicate. I ask this is the context of OLS (not logistic regression, the topic of the questions linked) and, python.