Let the simple regression model Y - B1 + B2 . X + e. Consider the inference that tests the null hypothesis Ho : B2 - 0 against H, : B2 / 0 at significance level or. Which of the statements is incorrect? Select one: O a. If the standard error of by decreases, then you are more likely to reject Ho, everything else constant. b. The p-value is the probability, under the null hypothesis Ho, of sampling a test statistic at least as extreme as that which was observed. c. For positive estimates of b2, the higher the value of by, the more likely it is to reject Ho (everything else constant). d. The higher the significance level o, the less likely it is to reject Ho (everything else constant)