Suppose the researchers conducting the study wish to test the hypotheses H0: β1 = 0 versus Ha: β1 ≠ 0. What do we know about the P-value of this test?
P values is the value which is always support in Null hypothesis.
The p-value for each term tests the null hypothesis that the coefficient is equal to zero (no effect). A low p-value (< 0.05) indicates that you can reject the null hypothesis. Typically, you can use the coefficient p-values to determine which terms to keep in the regression model.
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