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Interpreting when a regression coefficient is significant
Consider the following regression model:
$y_i=\beta_1+\beta_2x_{i,2}+\beta_3x_{i,3}+\beta_4x_{i,2}x_{i,3}+\epsilon_i,$
where $\epsilon_i\sim N(0,\sigma^2).$ Here, $x_2$ is binary variable
$$X_2 =
\...
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