In the z-statistic equation,when the regression coefficient (b)is large,the standard error can be inflated,resulting in an underestimated z-statistic.What does an inflated standard error increase the probability of?
A)Producing a significant standard deviation
B)Rejecting the null hypothesis
C)Rejecting a predictor as being significant,when in reality it is making a significant contribution to the model
D)Nothing,it has no effect.

Question

Quizplus · Accepted Answer

An inflated standard error increases the probability of rejecting a predictor as being significant when it actually is making a significant contribution to the model. This is because a larger standard error leads to a smaller z-statistic, making it harder to reject the null hypothesis and thus more likely to overlook a truly significant predictor.

In the Z-Statistic Equation,when the Regression Coefficient (B)is Large,the Standard