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When Using the T-Statistic in Multiple Regression to Determine If

Question 34

Multiple Choice

When using the t-statistic in multiple regression to determine if a variable should be removed:


A) R2 will increase if the variable is removed.
B) if |t| > 1, the standard error will decrease.
C) a large number of independent variables is convenient.
D) if |t| < 1, the standard error will increase.

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