Question
Statistical significance (A) measures whether the effect of X on Y is economically significant. (B) measures the strength of the evidence that a coefficient's true
Statistical significance
(A) measures whether the effect of X on Y is economically significant.
(B) measures the strength of the evidence that a coefficient's true value is different from zero.
(C) goes down when more data points are used in a regression.
(D) measures whether variables should be dropped from a regression.
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Time Series Analysis
Authors: Wilfredo Palma
1st Edition
1118634233, 9781118634233
