Most Statistical Softwares Provide the P-Value for Testing Each Coefficient

question 102

Multiple Choice

Most statistical softwares provide the p-value for testing each coefficient in the multiple regression model.In the case of the regression coefficient b₃,this p-value represents the probability that:

• A)b₃ = 0.
• B)β₃ = 0.
• C) could be this large if β₃ = 0.
• D) could be this large if β₃ ≠ 0.

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