If we reject the conditional hypothesis that the regression coefficient is zero,then we must conclude that the corresponding variable should not be included in the regression model.

Question

Quizplus · Accepted Answer

Rejecting the conditional hypothesis that the regression coefficient is zero means that we have evidence that there is a relationship between the predictor variable and the response variable. Therefore, it is not necessary to exclude the variable from the regression model. Instead, we should consider the significance and usefulness of the variable in the context of the research question and other factors such as multicollinearity and model fit.

If We Reject the Conditional Hypothesis That the Regression Coefficient