Question

If we cannot reject the null hypothesis that a coefficient is equal to zero, then we...

If we cannot reject the null hypothesis that a coefficient is equal to zero, then we say that the regressor is statistically significant.

True or false

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Answer #1

False

since failure to reject the null hypothesis of coefficient is equal to zero , tells us that it is plausible that coefficient is 0 or variable is insignificant

therefore we can not conclude that regressor is statistically significant

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