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Suppose you've regressed Y on X1, X2, X3, and X4 with the intent of measuring the causal effect of X1 on Y. The variables X2,
Suppose you've regressed Y on X1, X2, X3, and X4 with the intent of measuring the causal effect of X1
on Y. The variables X2, X3, and X4 were included as controls. After running this regression, you find that
the p-value for the coefficient on X2 is 0.23. What are reasons for keeping X2 as a control (rather than
removing it from the regression) despite this high p-value?
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