A Large "T-Statistic" Tell Us That

Multiple Choice

A large "T-statistic" tell us that

A) a tiny change in the independent variable will cause a relatively large change in the dependent variable.
B) we do not have enough data to obtain an accurate regression line.
C) we can be confident that our estimated coefficient is not zero.
D) we should have included more "lags" in our model.
E) we have incorrectly switched the dependent and independent variables in our model.