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Suppose we run a regression of Y on X1 and X2. To test B1 = 0 or B2 = 0 we would generally use t

Suppose we run a regression of Y on X1 and X2. To test "B1 = 0" or "B2 = 0" we would generally use t statistics but you may NOT be able to use the individual t statistics in this case. Explain why you think this is true?

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