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If the interaction between X1 and X2 seems important (the coefficient estimate of interaction term (X1*X2) is statistically significant), then we should choose your answer..

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If the interaction between X1 and X2 seems important (the coefficient estimate of interaction term (X1*X2) is statistically significant), then we should choose your answer.. A X1 and X2 in the model even if their coefficient estimates have large p-values (insignificant). choose your answer.. not include include

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