Given the Regression Model Y = $\beta$ ₀ $\beta$ ₁X₁ $\beta$

Multiple Choice

Given the regression model y = $\beta$ ₀ + $\beta$ ₁X₁ + $\beta$ ₂X₂ + $\beta$ ₃X₁² + $\beta$ ₄X₂² + $\varepsilon$ ,if we wish to test the significance of the independent variable X₂,the appropriate null hypothesis is:

A) H₀: X₂ = 0
B) H₀: $\beta$ ₂ $\neq$ 0
C) H₀: $\beta$ ₂ $\neq$ X₂
D) H₀: $\beta$ ₂ = 0
E) H₀: $\beta$ ₂ - X₂ = 0