In hypothesis testing, what we really care about is the size of the ₁ coefficient.

Name: In hypothesis testing, what we really care about is the size of the 1 coefficient.
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The statement is incorrect. In hypothesis testing, we are concerned with the significance level or p-value, which helps us determine the strength of evidence against the null hypothesis. The ₁ coefficient may be relevant in the context of a regression analysis, but not necessarily in hypothesis testing.

In Hypothesis Testing, What We Really Care About Is the Size